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。(The algorithm optimally estimates the state of the system through input and output observations. Since the observation data include noise and interference in the system, the optimal estimation can also be regarded as a filtering process.)