一种利用线性系统状态方程，通过系统输入输出观测数据，对系统状态进行最优估计的算法。由于观测数据中包括系统中的噪声和干扰的影响，所以最优估计也可看作是滤波过程(An algorithm for estimating the state of the system by using the linear system state equation, inputting and outputting the observed data through the system. Since the observed data includes the effects of noise and interference in the system, the optimal estimate can also be considered as a filtering process)