卡尔曼滤波算法C++，采用信号与噪声的状态空间模型，利用前一时刻地估计值和现时刻的观测值来更新对状态变量的估计，求出现时刻的估计值。-Kalman filter algorithm C++, The use of signal and noise of the state space model, using the previous estimate of the value of time and is now time to update the observations of the estimated state variables, and the estimated value of moment occurred.