Ok, so suppose I've got a phone with gyroscope, compass and 3-d accelerometer. I wanted to track position of the moving phone for about 1 minute with let's say 50 mm accuracy. Actually let's say that I wan't to create some sort of pedometer. Is this possible?
I already know that the signal from accelerometer is too noisy to calculate position through double integration after really small amounts of time because of the giant drift.
But I want to know if it's possible with some domain knowledge using Kalman filter? So in my case I know that the phone would be in the users hand and it wouldn't accelerate more than some amount X m/s^2 and that velocity wouldn't be more than some V m/s and so on. Would that be possible in that case?
Also how to create covariation matrix for the accelerometer, gyroscope and compass?