实现卡尔曼滤波算法，可以进行参数估计、插值、滤波和预报-The Kalman filter algorithm, parameter estimation, interpolation, filtering and prediction

用多尺度卡尔曼滤波法，对信号参数进行识别估计。高频信号和低频信号识别结合起来改进了算法识别的精确度和准确度。-It is an implementation of hierarchical (a.k.a. multi-scale) Kalman filter using belief propagation. The model parameters are estimated by expectation maximization (EM) algorithm. In this impleme