I. Introduction
The recent proliferation of microelectromechanical systems (MEMS) components has lead to the development of a range of low cost and light weight inertial measurement units. The low power, light weight and potential for low cost manufacture of these units opens up a wide range of applications in areas such as virtual reality and gaming systems, robotic toys, and low cost mini-aerial-vehicles (MAVs) such as the Hovereye (Fig. 1). The signal output of low cost IMU systems, however, is characterized by low-resolution signals subject to high noise levels as well as general time-varying bias terms. The raw signals must be processed to reconstruct smoothed attitude estimates and bias-corrected angular velocity measurements. For many of the low cost applications considered the algorithms need to run on embedded processors with low memory and processing resources.