1. A method of correcting an output value of a geomagnetic sensor that recursively calculates a state estimate, an estimate gain vector, and an estimate error co-variance based on the output value of the geomagnetic sensor that is acquired sequentially and corrects the output value of the geomagnetic sensor based on the value, the method comprising: acquiring a k th output value of the geomagnetic sensor; calculating a k th estimate gain vector based on a k−1 th estimate error co-variance and the k th output value; calculating a k th state estimate based on the calculated k th estimate gain vector and the k th output value and a k−1 th state estimate; calculating the k th estimate error co-variance using a k th estimate gain vector and the k−1 th estimate error co-variance; and correcting the output value of the geomagnetic sensor based on the k th state estimate, wherein k is a natural number larger than 1, and the output value of the geomagnetic sensor is an output value of a 2-axis geomagnetic sensor or an output value of a 3-axis geomagnetic sensor.