研究目标跟踪的状态估计方法，最小二乘估计，Kalman滤波，扩展Kalman滤波，无迹Kalman滤波以及粒子滤波等，理论及MATLAB源程序。(The state estimation methods of target tracking, least square estimation, Kalman filtering, extended Kalman filtering, unscented Kalman filtering and particle filtering, theory and MATLAB source program are studied.)