Support paramater update callbacks in cfheadless.

We need to call _cf.param.request_param_update() for any parameters we've added callbacks for with _cf.param.add_update_callback(). Otherwise, our callback never gets called. I added a _connected() callback linked to _cf.connected() to support the _cf.param.add_update_callback() that's made for the "imu_sensors.HMC5883L" parameter check which enables Altitude Hold functionality. Without a _cf.param.request_param_update() call, this functionality doesn't work in cfheadless.