Implement kalman filter for inertial system?

I have a inertial measurement unit (IMU) and a GPS. The IMU has a data output rate of 200 Hz for roll rate, pitch rate, yaw rate, acceleration
x, y and z. The GPS has a data output rate of 1 Hz.
Is it possible to combine all the data with a kalman filter even when the GPS data rate is 1 Hz and the IMU data rate is 200Hz?
Can the kalman filter also estimate roll and pitch?
Any links to ready made kalman filters for this purpose?
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I believe you can. Just imagine that you can have 199 interpolated gps outputs with increasing degree of uncertainty if you like. Or maybe just use the last GPS reading. If your speed is low enough, it shouldn't make a huge difference.
What may make a huge difference is to select a few good GPS readings (use speed, DOP, satellites, etc to determine what a "good" GPS reading is) to re-calibrate the inertial measurement devices and decrease the effects of drift.
Cheers
Padu
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snipped-for-privacy@yahoo.se wrote:

yes
http://www.xbow.com/Support/Support_pdf_files/Fusion_Filter_Algorithm.pdf#search=%22kalman%20filters%20for%20imu%20gps%22
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It doesn't say how to implement the Kalman filter.
What I want is ready made code (maby in ANIS C) so I can use it.
bungalow snipped-for-privacy@yahoo.com skrev:

http://www.xbow.com/Support/Support_pdf_files/Fusion_Filter_Algorithm.pdf#search=%22kalman%20filters%20for%20imu%20gps%22
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