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本文研究了二次型函数的极值，导出了其与卡尔曼滤波间的一种关系。这种方法可以推广到基于线性均方差最小准则的一类关系式或模型的求解．
In this paper, we study the extremum of quadratic function and derive a relation between it and Kalman filter. This method can be generalized to a type of relational or model solution based on the least mean square error criterion.