卡尔曼滤波
Extensions and generalizations to the method have also been developed, such as the extended Kalman filter and the unscented Kalman filter which work on nonlinear systems. The underlying model is a hidden Markov model where the state space of the latent variables is continuous and all latent and observed variables have Gaussian distributions. Also, Kalman filter has been successfully used in multi-sensor fusion, and distributed sensor networks to develop distributed or consensus Kalman filter.