Introduction Kalman Filtering (1)be suitable to process non-stationary random signals; (2)The prior statistical properties for signals and noise are required; (3)The parameters of the filter are time variation. 44 Introduction Kalman Filtering （ 1 ）be suitable to process non-stationary random signals； （ 2 ）The prior statistical properties for signals and noise are required; （ 3 ）The parameters of the filter are time – variation