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  经典的扩展卡尔曼滤波卡尔曼滤波程序，首先对非线性函数取一阶近似，生成近似的新型函数，然后进行卡尔曼滤波，通过一步状态和估协方差估计产生新息，然后生成状态预测(Classical extended Kalman filter, Kalman filter procedure, first take the first order approximation of nonlinear function to generate the new function approximation, and then proceed to the Kalman filter step state estimate covariance is estimated to generate new interest, and then generate the state prediction)