How to transplant EKF ?

[shi chuan]

Hello,guys.

         Recently, I learned  the EKF of Pixhawk. Now I want to use the EKF for my Flight control, but I don't know how to do it step by step?

         I have the pixhawk's matlab code to generate states and convariance.

         I want to utilize matlab generate C code ,and for mine.

         For that thing, I have no idea and no clue.

         Is there anyone who can guide me？I am a novice.

         Thank  you   !!!!!