中文说明：《Optimal state estimation》书籍源代码，涉及几乎所有常见的滤波算法，如Kalman 滤波，扩展kalman 滤波，无迹卡尔曼滤波，及粒子滤波等。
English Description：
The Optimal State estimation of source-books, covering almost all common filtering algorithms, such as Kalman filtering, extended Kalman filtering and Unscented Kalman filter and particle filtering and so on.