说明：  用Matlab实现了简单的卡尔曼滤波，应用于一个温度测量实例中：假想有这样一间教室：实际温度：30 + sin(t / 10)，某人根据以往经验，知道温度的变化规律，但他每分钟估计温度值，都比之前高估0.03度，房间中有一个温度计，但测量值存在随机误差。并附加测试结果图，对比了互补滤波、卡尔曼滤波、低通滤波的结果。
(Matlab achieved with a simple Kalman filter, a temperature measurement used in the example: There is such a hypothetical classroom: the actual temperature: 30+ sin (t/10), a person based on past experience, that variation in temperature, but He estimated that every minute temperature, than previously overestimated 0.03 degrees, the room has a thermometer, but the presence of random measurement errors. Additional test results and FIG contrast complementary filter, Kalman filter, low pass filtering the results.)