中文说明：我最近发表的一篇卡尔曼滤波的论文和程序，有详细的注释，且论文已发表，通过专家审核，滤波程序精度高，希望能对大家有帮助。
English Description：
I recently published a paper and program of Kalman filter, there are detailed notes, and the paper has been published, through expert review, filter program accuracy is high, I hope it can help you.