严恭敏老师上课的教学课件，详细讲述和推导了kalman滤波及其各种衍生滤波的公式，有助于理解相关matlab仿真程序。(Teacher Yan Gongmin's teaching courseware describes and deduces the Kalman filtering and its derivative filtering formulas in detail, which is helpful to understand the relevant matlab simulation program.)