中文说明：预报误差法参数辨识-松弛的思想，使用拉亚普诺夫指数的公式，代码里有很完整的注释和解释，对信号进行频谱分析及滤波，欢迎大家下载学习，各种kalman滤波器的设计。
English Description：
Prediction error method for parameter identification - relaxation of Ideological and La Jaap Andrianof index formula, the code is very complete annotated and explained that the signal of frequency spectrum analysis and filtering, welcome everyone to download to learn a variety of Kalman filter was designed.