documentation for optimal filtering toolbox for mathematical software package Matlab. The methods in the toolbox include Kalman filter, extended Kalman filter and unscented Kalman filter for discrete time state space models. Also included in the

卡尔曼平滑，包括固定区间平滑，固定点平滑和之后平滑-Kalman smoothing, including fixed-interval smoother, fixed-point smoothing and after smoothing