卡尔曼滤波不要求信号和噪声都是平稳过程的假设条件。对于每个时刻的系统扰动和观测误差（即噪声），只要对它们的统计性质作某些适当的假定，通过对含有噪声的观测信号进行处理，就能在平均的意义上，求得误差为最小的真实信号的估计值。(The Calman filter does not require the assumption that both the signal and the noise are stationary processes. For every moment perturbation and observation error (noise), as long as the statistical properties of the some appropriate assumptions, processed through the observation signal to noise can, on average, the error to estimate the true value of minimum signal.)