Here are some of my experiments already published at www.youtube.com/zymotico:
Kalman filtering of a temperature sensor with an Arduino UNO. This is a simple first-order example.
First test of the Adafruit 10-dof IMU board with an Arduino UNO. Accelerometer, Gyro, and Magnetometer data is being processed through Madgwick's orientation filter. Data graphic displayed through a Processing sketch.
Adafruit 10-dof IMU sensor calibration procedure using FreeIMU GUI's routines.