说明：  在线性系统中，Kalman滤波是最优滤波器，其处理高斯模型的系统也非常有效。目前Kalman滤波理论已广泛应用于国防、军事、跟踪等领域。
(In a linear system, Kalman filtering is the optimal filter, and its processing Gaussian system is also very effective. Kalman filtering theory has been widely used in defense, military, tracking and other fields.)