写个C++线性卡尔曼滤波代码

好的，下面是一个简单的线性卡尔曼滤波的C语言代码示例：

#include <stdio.h>
#include <math.h>

#define dt 0.1
#define A 1
#define H 1
#define Q 0.1
#define R 1

double x_est_last;
double P_last;
double x_temp_est;
double P_temp;
double K;
double z_measured;
double z_real = 1;

void Kalman_Filter(double z_measured)
{
  x_temp_est = A * x_est_last;
  P_temp = A * P_last * A + Q;
  
  K = P_temp * H / (H * P_temp * H + R);
  
  x_est_last = x_temp_est + K * (z_measured - H * x_temp_est);
  P_last = (1 - K * H) * P_temp;
}

int main()
{
  x_est_last = 0;
  P_last = 1;
  
  for (int i = 0; i < 100; i++) {
    z_measured = z_real + 0.1 * ((double)rand() / RAND_MAX - 0.5);
    Kalman_Filter(z_measured);
    printf("iteration %d: z_real = %f, z_measured = %f, x_est = %f\n", i, z_real, z_measured, x_est_last);
  }
  
  return 0;
}

注意：这仅仅是一个简单的代码示例，实际使用过程中需要根据实际情况调整系统参数，并进行适当的验证。