Kalman

代码说明：

  简单来说，卡尔曼滤波器是一个"optimal recursive data processing algorithm（最优化自回归数据处理算法）"。对于解决很大部分的问题，他是最优，效率最高甚至是最有用的。(In short, the Kalman filter is an " optimal recursive data processing algorithm (optimal autoregressive data processing algorithm)." For most of the problems to solve it, he is the best, most efficient or even useful.)