https://www.zhihu.com/question/41823401
简明推导
https://zhuanlan.zhihu.com/p/36745755
高中生能看懂的详细通俗讲解卡尔曼滤波Kalman Filter原理及Python实现教程
https://blog.csdn.net/varyshare/article/details/95065650
讲的有水平 协方差描述不确定程度的
https://haokan.baidu.com/v?vid=8413557584722574468&pd=bjh&fr=bjhauthor&type=video