卡尔曼滤波算法及C语言实现。其基本思想是：采用信号与噪声的状态空间模型，利用前一时刻地估计值和现时刻的观测值来更新对状态变量的估计，求出现时刻的估计值。它适合于实时处理和计算机运算。-Kalman filter algorithm and C language. The basic idea is: a state-space model of the signal and noise, the first time to estimate the present moment observat