文件名称:kalmanfilter
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原来被用在航天器导航，如今卡尔曼滤波器使用于许多应用程序。它主要是用来估计系统狀態只能直接观察或不准确的系统本身。-Originally developed for use in spacecraft navigation, the Kalman filter turns out to be useful for many applications. It is mainly used to estimate system states that can only be observed indirectly or inaccurately by the system itself.
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kalmanfilter.pdf