Kalman_Filter

代码说明：

  卡尔曼滤波器的操作包括两个阶段:预测与更新。在预测阶段,滤波器使用上一状态的估计,做出对当前状态的估计。在更新阶段,滤波器利用对当前状态的观测值优化。(Kalman filter operation consists of two stages: prediction and update. In the prediction stage, the filter is estimated using the previous state, to make an estimate of the current state. In the update phase, the filter use observations on the current state of the optimization.)