KalmanFilter

In optimal control theory aka Linear Quadratic Estimator (LQE)

Matlab implementation of the kalman filter/ extended kalman filter.

1. H_data contains the raw height data
2. H_estimation is KF for Height estimation. duh!
3. main_call and FusionKalman is EKF for Orientation estimation.
4. Helper functions contains the math functions for the required kalman filter computation.

PS: I really need to work on my nomenclature of the files.