Kalman滤波C#源码（支持3D）

ThisisasequeltothepreviousarticleonKalmanfiltering,andcanbethoughtofasamoreelaborateandmoreusefulexample.Kalmanfiltersdoaparticularlygoodjobofadaptivelyremovingnoisefromasignalwithaslittledistortionaspossible.Thisexampleisfor2DnavigationusingaGPSandaninexpensiveaccelerometer.