Kalman

Kalman

https://habr.com/ru/articles/594249/

https://newtechaudit.ru/kalman-filter-metod-ochistki-dannyh/

https://microtechnics.ru/filtr-kalmana/

https://portalnp.snauka.ru/wp-content/uploads/2021/02/16.10_Kalman_filter_and_LQG_regulator_v3c.pdf

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

https://mp-lab.ru/filtr_kalmana_dlya_nachinayushchih/

https://cyberleninka.ru/article/n/analiz-dvizheniya-k-informatsionnoy-effektivnosti-fondovogo-rynka-rossii-na-osnove-garch-modelirovaniya-i-filtra-kalmana

https://chechet.org/Kalman

https://www.mql5.com/ru/articles/3886

https://habr.com/ru/companies/singularis/articles/516798/

https://github.com/AlexWan/OsEngine/blob/master/project/OsEngine/bin/Debug/Custom/Indicators/Scripts/KalmanFilter.cs

https://habr.com/ru/articles/166693/