卡尔曼滤波的一个典型实例是从一组有限的，包含噪声的，对物体位置的观察序列（可能有偏差）预测出物体的位置的坐标及速度。在很多工程应用(如雷达、计算机视觉)中都可以找到它的身影。同时，卡尔曼滤波也是控制理论以及控制系统工程中的一个重要课题。-A typical example of the Kalman filter, from a limited set, containing the noise, the position of the object observed sequence (there may be deviation) to predict the coordinates of the location and speed of the object. Its presence can be found in many engineering applications (such as radar, computer vision). Meanwhile, the Kalman filter is control theory, and control is an important topic in systems engineering.