The Kalman filter30 is a minimum-variance filter in which time-series measurements are incorporated recursively into estimates of state variables it is the optimal, Bayesian least-squares estimator for linear dynamic systems.-dd

胎儿心电信号提取，用贝叶斯方法，和神经网络接近。很详细！-FECG Extraction Using Bayesian Inference and Neural Networks Approximation