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The choice of using quaternions and using gyro & accel separately in EKF

Quaternions offers 2 advantages. It mitigates the risk of gimbal lock and the math is easier for computers to handle than trig functions. Look for "Advantages of quaternions" in this ...
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What should I use for a Visual+IMU+GPS fusion? A Madgwick or a Kalman?

I think you need to focus on what you want to estimate. Usually, a Madgwick filter is an optimization based algorithm targeting the estimation of the quaternion representing the attitude and heading (...

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