中文说明：资源描述研究生期间开始学习卡尔曼滤波器时候，自己编写的代码。并且附上了卡尔曼滤波器学习报告一份，非常详细，欢迎分享，一起学习，讨论！Kalman filter应用范围非常广，也有很多改进算法，有待后续研究后再分享源码成果！
English Description：
Application backgroundDuring the graduate students began to learn the Calman filter, the code written in their own. And attached a Calman filter to study a report, very detailed, welcome to share, learn together, discuss! Filter Kalman application is very wide, there are a lot of improvement algorithm, to be further research and then share the source code!