本文简要介绍从经典滤波理论到卡尔曼滤波的演变,讨论了离散滤波器数学模型的要求格式,然后介绍了离散卡尔曼滤波的递归方程式,但不作推导。文章给出了二个标量实例来说明递归方程式的应用。第一个例子涉及对随机常数的估计;第二个例子叙述了维纳过程。 This article briefly introduces the evolution from classical filtering theory to Kalman filtering, discusses the required format for discrete filter mathematical models, and then introduces the recursive equations for discrete Kalman filtering, but without any derivation. The article gives two scalar examples to illustrate the application of recursive equations. The first example involves the estimation of random constants; the second illustrates the Wiener process.