扩展卡尔曼滤波（EKF），程序可用，而且仿真结果也都在文件夹中，绝对好程序！
具体介绍卡尔曼滤波器。首先从比较熟悉的线性卡尔曼滤波器开始比较扩展卡尔曼滤波器与线性化卡尔曼滤波器的异同，从系统模型到滤波器算法，并解释这些不同。(Extended Calman filter (EKF), the program is available, and the simulation results are also in the folder, absolutely good program!　　　　　　The Calman filter is introduced in detail. First, we begin to compare the similarities and differences between the extended Calman filter and the linearized Calman filter from the familiar linear Calman filter, and explain these differences from the system model to the filter algorithm.)