这是卡尔曼滤波的一个扩展形式，即自适应卡尔曼滤波，应用举例是变波长LMS自适应卡尔曼滤波算法-This is an extended Kalman filter forms, namely adaptive Kalman filtering, application example is the variable wavelength LMS adaptive Kalman filter algorithm

自适应滤波，LMS算法，matlab编写，线谱提取-Adaptive filtering, LMS algorithm, matlab prepared line spectrum extraction

卡尔曼滤波(Kalman filtering)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。-Kalman filter (Kalman filtering) a use of linear state equations, observation data input and output through the system, the system state optimal es