中文说明：
卡尔曼滤波原理及应用—MATLAB仿真主要介绍数字信号处理中的卡尔曼（Kalman）滤波算法及在相关领域应用。全书共7章。第1章为绪论。第2章介绍MATLAB算法仿真的编程基础。第3章介绍线性Kalman滤波。第4章讨论扩展Kalman滤波，并介绍其在目标跟踪和制导领域的应用和算法仿真。第5章介绍UKF滤波算法，同时也给出其应用领域内的算法仿真实例。第6章介绍了交互多模型Kalman滤波算法。第7章介绍Simulink环境下，如何通过模块库和S函数构建Kalman滤波器，并给出了系统是线性和非线性两种情况的滤波器设计方法。
English Description：
Kalman filter principle and application - matlab simulation mainly introduces the Kalman filter algorithm in digital signal processing and its application in related fields. The book consists of seven chapters. The first chapter is the introduction. Chapter 2 introduces the programming basis of MATLAB algorithm simulation. In Chapter 3, linear Kalman filtering is introduced. In Chapter 4, extended Kalman filter is discussed, and its application and algorithm simulation in target tracking and guidance are introduced. In Chapter 5, UKF filtering algorithm is introduced, and simulation examples in its application field are also given. Chapter 6 introduces the interacting multiple model Kalman filtering algorithm. Chapter 7 introduces how to construct Kalman filter by module library and S-function in Simulink environment, and gives the design method of Kalman filter when the system is linear and nonlinear.