kalman-lb_zsy

代码说明：

  由于Kalman 滤波算法将被估计的信号看作在白噪声作用下——个随机线性系统的输出， 并且其输入输出关系是由状态方程和输出方程在时间域内给出的， 因此这种滤波方法(Because of Kalman filtering algorithm will be estimated as the signal in white noise-a random under the action of linear systems, and its output input and output relationship is by the state equation and output equation in time domain are within the, so the filtering method )