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 e