卡尔曼滤波算法实现代码.卡尔曼滤波是一种高效率的递归滤波器[自回归滤波器], 它能够从一系列的不完全及包含噪声的测量[英文:measurement]中，估计动态系统的状态。-Kalman filter algorithm implementation code. Kalman filter is an efficient recursive filter [autoregressive filter], it can from a series of incomplete and contains noise measurement [English: measurement], the estimated dynamic system state.