一个简单易懂的扩展卡尔曼程序，跟踪的是一个二维空间的非线性运动目标-An easy-to-understand program extended Kalman tracking is a two-dimensional nonlinear moving target

这是卡尔曼滤波的一个扩展形式，即自适应卡尔曼滤波，应用举例是变波长LMS自适应卡尔曼滤波算法-This is an extended Kalman filter forms, namely adaptive Kalman filtering, application example is the variable wavelength LMS adaptive Kalman filter algorithm