Kalman Filter is an optimal recursive data processing algorithm that has been used for more than 30 years in the fields of aircraft orbit correction, robot system control, radar system and so on.In recent years, it has been applied to integrated navigation and dynamic positioning, sensor data fusion, microeconomics and other applied research fields.The basic Kalman filter (KF) is limited to linear conditions, and in most nonlinear cases, the extended Kalman filter (EKF) is used to predict the state of the system.In order to understand kalman filter more intuitively, the application diagram of Kalman filter is given