This paper discussed the KALMAN filtering algorithm in MIMO-OFDM system. To improve the algorithm performance, it proposed an iterative KALMAN strategy. By dividing all of the subcarriers into two parts, i.e., is pilot sub-carrier and signal sub-carrier, the channels on pilot sub-carrier and signal sub-carrier are estimated iteratively in one OFDM symbol block. Simulation result shows that the performance of the iterative algorithm is better than general KALMAN algorithm.