Add error flags

[PNieck]

Description

Add ekf error reporting

Motivation and Context

Possibility not to ignore possible EKF errors.

Types of changes

• [ ] Bug fix (non-breaking change which fixes an issue)
• [x] New feature (non-breaking change which adds functionality)
• [ ] Breaking change (fix or feature that would cause existing functionality to change)

How Has This Been Tested?

• [ ] Already covered by automatic testing.
• [ ] New test added: (add PR link here).
• [ ] Tested by hand on: (list targets here).

Checklist:

• [ ] My change requires a change to the documentation.
• [ ] I have updated the documentation accordingly.
• [ ] I have added tests to cover my changes.
• [x] All new and existing linter checks and tests passed.
• [x] My changes generate no new compilation warnings for any of the targets.

Special treatment

• [ ] This PR needs additional PRs to work (list the PRs, preferably in merge-order).
• [ ] I will merge this PR by myself when appropriate.

[PNieck]

I cannot use EOK, because it is not available on host

[niewim19]

I cannot use EOK, because it is not available on host

Ok, if so then 0 is ok.