中文说明：卡尔曼滤波的源程序，卡尔曼滤波是以最小均方误差为估计的最佳准则，来寻求一套递推估计的算法。它适合于实时处理和计算机运算。
English Description：
Kalman filter source code, Kalman filter is to estimate the minimum mean square error as the best criterion to seek a set of recursive estimation algorithm. It is suitable for real-time processing and computer operation.