kalman滤波的C语言实现，c源程序，包含实现仿真的全部功能，有程序注释。-kalman filtering C language, c source code, contains all of the features to achieve the simulation program comments.

卡尔曼线性滤波 经典代码，然而初始状态的确定并未涉及，请参考相关资料，自行解决-Classical linear Kalman filtering code, however, did not involve the determination of the initial state, please refer to the relevant information, self-solve