卡尔曼滤波算法是一种状态估计算法，它是最小二乘法的特殊形式，所以，卡尔曼滤波算法也能做系统辨识，这个代码是自己写的，基于卡尔曼滤波算法的系统辨识，希望对大家有用-Kalman filter algorithm is a state estimation algorithm, which is a special form of least squares method, so the Kalman filter algorithm can do system identification, this code is to write their own, based on Kalman filtering system identification algorithm, we want to useful