Please refer https://github.com/balamuruganky/EKF_IMU_GPS for more details.
Coderx7/ekf_nav_ins
Extended Kalman Filter (EKF) to fuse GPS coordinates, Altitude, Velocity(NED), Accelerometer X, Accelerometer Y, Accelerometer Z, Gyro X, Gyro Y, Gyro Z, Magnetometer X, Magnetometer Y and Magnetometer Z
C++MIT