칼만 필터

칼만 필터

http://ko.wikipedia.org/wiki/%EC%B9%BC%EB%A7%8C_%ED%95%84%ED%84%B0

http://en.wikipedia.org/wiki/Kalman_filter

http://www.mathfinance.cn/kalman-filter-example/

http://academic.csuohio.edu/simond/courses/eec644/kalman.pdf