这是卡尔曼滤波的一个扩展形式，即自适应卡尔曼滤波，应用举例是变波长LMS自适应卡尔曼滤波算法-This is an extended Kalman filter forms, namely adaptive Kalman filtering, application example is the variable wavelength LMS adaptive Kalman filter algorithm

自适应滤波，LMS算法，matlab编写，线谱提取-Adaptive filtering, LMS algorithm, matlab prepared line spectrum extraction