Autonomous micro helicopters are starting to play a major role in tasks like search and rescue, environment monitoring, security surveillance, transportation and inspection. However, for such operations, two main challenges arise. The use GPS based navigation is not sufficient. Fully autonomous operation in cities or other dense indoor and outdoor environments requires micro helicopters to fly at low altitudes, where GPS signals are often shadowed or absent.. In addition, during the previous mentioned tasks, agile motions are still not possible, compromising the execution of critical missions. These should be typically accomplished in a fast and agile manner and within a limited amount of time. Thus, several perception and control challenges have still to be addressed and solved. Unmanned Aerial Vehicles (UAVs) should be able to fly autonomously with agility in extreme navigation conditions guaranteeing robust high rate state estimation for closed loop control.