Visual Kalman Filter is a visual math tool to simulate Kalman filter for linear or nonlinear system. Only three steps you need do,and you’ll get the curve and the estimated results. Function: The Kalman filter is a set of mathematical equations that provides an efficient computational (recursive) means to estimate the state of a process, in a way that minimizes the mean of the squared error. The filter is very powerful in several aspects: it supports estimations of past, present, and even future states, and it can do so even when the precise nature of the modeled system is unknown. ‘Visual Kalman Filter’ provides a visual method to estimate the state of a process. The users need not install matlab, and there are only three steps to operate it. Finally if you click the state you want to observe, the figure and the values of the estimated result will appear immediately. The main operation you need to do is to set initial matrice. User has two choices: 1. Open an existent matrice txt file edited beforehand. For example, user can open the txt files in the folder ‘Demos’ in the installed path. 2. Fill the matrice manually, and save them in a txt file at last.