卡尔曼滤波算法C++，采用信号与噪声的状态空间模型，利用前一时刻地估计值和现时刻的观测值来更新对状态变量的估计，求出现时刻的估计值。-Kalman filter algorithm C++, The use of signal and noise of the state space model, using the previous estimate of the value of time and is now time to update the observations of the e