According to my university project I need to implement sensor fusion (Kalman Filter) based on the data coming from compass, gyroscope and accelerometer.
The problem is that I do not know how to define the initial values of Covariance Matrx (P0), Covariance Matrix of the process noise (Q) and Covariance of the observation noise (R).
So could someone help me to solve this problem please?
Have a look at :
It's probably the most straight forward, precise answer to your question. Is there any other aspect you are worried about you current implementation?