卡尔曼滤波(Kalman filtering)一种利用线性系统状态方程，通过系统输入输出观测数据，对系统状态进行最优估计的算法。由于观测数据中包括系统中的噪声和干扰的影响，所以最优估计也可看作是滤波过程。(Kalman filtering, Kalman filtering) a system of linear equation of state, through the system input and output data, the optimal estimation of the system state is presented.Due to the observation data are included in the system the influence of the noise and interference, so the optimal estimate can be regarded as filtering process.)