In the new algorithm, a time-variant forgetting factor is introduced to estimate the Mean Square Er-ror (MSE) and change the updating direction of adaptive filter coefficient vector.

新算法使用时变遗忘因子对误差进行指数加权平均来估计均方误差，并使用该因子改变自适应迭代过程中滤波器系数向量的更新方向。

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Using improved Kalman filter to forecast and track. Kalman gain is improved through variable forgetting factor which will avoid the accumulation of errors.

卡尔曼增益通过变遗忘因子进行改进，避免误差的累积。

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