中文说明：Kalman Filter是一个高效的递归滤波器，它可以实现从一系列的噪声测量中，估计动态系统的状态。广泛应用于包含Radar、计算机视觉在内的等工程应用领域，在控制理论和控制系统工程中也是一个非常重要的课题。连同线性均方规划，卡尔曼滤波器可以用于解决LQG(Linear-quadratic-Gaussian control)问题。卡尔曼滤波器，线性均方归化及线性均方高斯控制器，是大部分控制领域基础难题的主要解决途径。
English Description：
Kalman filter is an efficient recursive filter, which can estimate the state of dynamic system from a series of noise measurements. It is widely used in engineering application fields including radar and computer vision, and it is also a very important subject in control theory and control system engineering. Together with lmsp, Kalman filter can be used to solve LQG (linear quadratic Gaussian control) problem. Kalman filter, linear mean square reduction and linear mean square Gaussian controller are the main solutions to the basic problems in most control fields.