中文说明：一连续平稳的随机信号x（t），自相关函数为r（t），信号x（t）为加性噪声所干扰，噪声是白噪声，测量值的离散值在z（k）为已知，T=0.02s，-3.2，-0.8，-14，-16，-17，-18，-3.3，-2.4，-18，-0.3，-0.4，-0.8，-19，-2.0，-1.2，-11，-14，-0.9，0.8，,10,0.2,0.5,2.4，-0.5，0.5，-13,0.5,10,-12,0.5，-0.6，-15，-0.7,15，-0.7，-2.0，-19，-17，-11，-14自编卡尔曼滤波递推推导，估计信号x（t）的波形。
English Description：
A continuous stationary random signal x (t), and autocorrelation function r (t), the signal x (t) for the additive noise disturbance, noise is white noise, measured values in z the discrete values (k) to the known, T=0.02s,-3.2,-0.8,-14,-16,-17,-18,-3.3,-2.4,-18,-0.3,-0.4,-0.8,-19,-2.0,-1.2,-11,-14,-0.9,0.8,, 10,0.2,0.5,2.4,-0.5,0.5,-13,0.5,10,-12,0.5,-0.6,-15,-0.7,15,-0.7,-2.0,-19,-17,-11,-14 self Kalman filter recursive derivation of estimated signal x (t) waveform.