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The gray system theory modified by Kalman filtering method is used in the inconsistent between the observed and theoretical values of the segment’s deflection in bridge cantilever construction process. Firstly, get the statistically optimal estimatations of the observed value using Kalman filtering theory, then making it as the initial value, the gray system theory is used to predict the deflection of the next segment, and the formwork elevation of next stage is fixed. As a project example, a prestressed continuous girder bridge in Zhongshan City, Guangdong Province is put forward, respectively using the gray system theory and the gray system theory modified by Kalman filtering method to predict the deflection. According to the comparison from above two methods as well as the closure precision, the conclusion is the gray system theory modified by Kalman filtering can be more effective to reduce the deviation of observed and theoretical values, that means a better bridge linear control.