说明：  简单来说，卡尔曼滤波器是一个“optimal recursive data processing algorithm（最优化自回归数据处理算法）”。对于解决很大部分的问题，他是最优，效率最高甚至是最有用的。他的广泛应用已经超过30年，包括机器人导航，控制，传感器数据融合甚至在军事方面的雷达系统以及导弹追踪等等。近年来更被应用于计算机图像处理，例如头脸识别，图像分割，图像边缘检测等等。
(In simple terms, the Kalman filter is an optimal recursive data processing algorithm (optimization autoregression data processing algorithms). To solve a large part of the problem, he is the best, most efficient even be the most useful. His wide range of applications has more than 30 years, including robot navigation, control, sensor data fusion even in the military and missile tracking radar systems and so on. In recent years, even it has been used in computer image processing, such as head and face recognition, image segmentation, edge detection and so on.)