卡尔曼滤波器是用前一个估计值和最近一个观察数据估计信号的值，他是用状态方程和递推的方法进行估计，本例用来追踪一个5阶的FIR不确定的滤波器系数。-Kalman filter is to use the previous estimate and the most recent observation data to estimate the value of the signal, he is using the state equation and recursive estimation m

上传5篇分别采用投影追踪回归、最小二乘支持向量机、卡尔曼滤波做预测的研究论文，希望能对预测思路有所启发。-Five papers using Projection Pursuit Regression，LSSVM, Kalman filter respectively for forecasting