中文说明：
卡尔曼于1960年提出了离散系统线性滤波的递推求解方法即卡尔曼滤波算法。该滤波算法是基于线性最小平方法的、进行有效递推计算的一组数学方程式,算法功能强大,支持对过去、现在和将来状态的估算。
English Description：
Kalman filter algorithm, a recursive solution method of linear filter for discrete systems, was proposed in 1960. The filtering algorithm is a set of mathematical equations for effective recursive calculation based on linear least square method. The algorithm has powerful functions and supports the estimation of past, present and future states