오늘 추가로 찾은 자료들이다. 이젠 점점 주제가 명확해 지고 마지막으로 향하는 느낌이다.
http://www.mysmu.edu/faculty/yujun/Econ623/lecture_note_5_2008.pdf
http://www.kris-nimark.net/pdf/Handout_S4.pdf
http://www.mathworks.com.au/help/pdf_doc/econ/econ.pdf
http://belkcollegeofbusiness.uncc.edu/ssguo/econ_6219_2009.htm %Steve Guo
http://www.cs.ubc.ca/~murphyk/Software/Kalman/kalman.html
http://www.sepg.pap.minhap.gob.es/sitios/sepg/es-ES/Presupuestos/Documentacion/Documents/PROGRAMAS%20ECONOMETRICOS/SSMMATLAB/ssmmatlab.pdf
수학적으로 증명해보고 싶을 때
http://www.robots.ox.ac.uk/~ian/Teaching/Estimation/LectureNotes2.pdf