This the Kalman filter algorithm used in data fusion procedure to achieve, but also contains the data read into the module, in the windows vc++ 6.0 test environment there is no problem, for data fusion using Kalman doing research very helpful

kalman
......\buffer.cpp
......\buffer.h
......\datasource.h
......\Debug
......\kalman.dsp
......\kalman.dsw
......\kalman.ncb
......\kalman.opt
......\kalman.plg
......\kalman_filter.cpp
......\kalman_filter.h
......\main.cpp
......\matrix.cpp
......\matrix.h
......\sqlnet.log

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