This paper develops a data-based moving horizon estimation (MHE) method for agile quadrotors. Accurate state estimation of the system is paramount for precise trajectory control for agile quadrotors; however, the high level of aerodynamic forces experienced by the quadrotors during high-speed flights make this task extremely challenging. These complex turbulent effects are difficult to model and the unmodelled dynamics introduce inaccuracies in the state estimation. In this work, we propose a method to model these aerodynamic effects using Gaussian Processes which we integrate into the MHE to achieve efficient and accurate state estimation with minimal computational burden. Through extensive simulation and experimental studies, this method has demonstrated significant improvement in state estimation performance displaying superior robustness to poor state measurements.
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