Kalman Filter

Kalman Filter is an optimal estimator. It infers parameters of interest from

indirect, inaccurate and uncertain observations. The nice thing about it is its
recursive so as information arrives it can be processed. The Kalman filter
minimizes the mean square error of the estimated parameters, if all the noise is
Guassian.
The reason why it is so popular is because it provides good results in practice due
to optimality and structure, convenient form for online real time processing, easy
to formulate and implement given a basic understanding, and measurements
equations need not be inverted.
The negative thing about it is its mathematically complex and requires a lot of
processor time.

Complementary Filter
Complementary filter is to take slow moving signals from accelerometer and fast
moving signals from a gyroscope and combine them. Accelerometer gives a good
indicator of orientation in static conditions. Gyroscope gives a good indicator of
tilt in dynamic conditions. So the idea is to pass the accelerometer signals through
a low-pass filter and the gyroscope signals through a high-pass filter and combine
them to give the final rate. The key-point here is that the frequency response of
the low-pass and high-pass filters add up to 1 at all frequencies. This means that
at any given time the complete signal is subject to either low pass or high pass.

Proportional-integral-derivative controller (PID Controller)

PID is a generic control loop feedback mechanism widely used in industrial control
systems. It will calculate an error value as a difference between a measured
process variable and a desired setpoint. The controller attempts to minimzize the
error by adjusting the process control inputs. The PID controller calculation
algorithm involves three separate constant parameters, and is caccordingly
sometimes called three-term control