一种利用线性系统状态方程，通过系统输入输出观测数据，对系统状态进行最优估计的算法。由于观测数据中包括系统中的噪声和干扰的影响，所以最优估计也可看作是滤波过程(An algorithm for estimating the state of the system by using the linear system state equation, inputting and outputting the observed data through the system. Since the obs