中文说明：非常好的卡尔曼滤波学习程序。文章中有原题，有解题步骤，有实现程序。适合卡尔曼学习过程中的人。
English Description：
Very good Kalman filter learning program. The article has the original question, has the solution step, has the realization procedure. It is suitable for people in the process of Kalman learning.