说明：  Filtering is desirable in many situations in engineering and embedded systems. For example, radio communication signals are corrupted with noise. A good filtering algorithm can remove the noise from electromagnetic signals while retaining the useful information. The Kalman filter is a tool that can estimate the variables of a wide range of processes. In mathematical terms Kalman filter estimates the states of a linear system. The Kalman filter not only works well in practice, but it is theoretically attractive because it can be shown that of all possible filters, it is the one that minimizes the variance of the estimation error.