%卡尔曼滤波原理
%x=Ax+Bu+w meaningthestatevectorxevolvesduringonetime
% stepbypremultiplyingbythe"statetransition
% matrix"A.Thereisoptionally(ifnonzero)aninput
% vectoruwhichaffectsthestatelinearly,andthis
% lineareffectonthestateisrepresentedby
% premultiplyingbythe"inputmatrix"B.Thereisalso
% gaussianprocessnoisew.
%z=Hx+v meaningtheobservationvectorzisalinearfunction
% of