卡尔曼滤波(Kalman filtering)一种利用线性系统状态方程，通过系统输入输出观测数据，对系统状态进行最优估计的算法。由于观测数据中包括系统中的噪声和干扰的影响，所以最优估计也可看作是滤波过程。(Calman filtering, a linear system of state equations, through the system input and output observations, the system state of the optimal estimation algorithm. Because the observation data includes the influence of noise and interference in the system, the optimal estimation can also be regarded as the filtering process.)