kelman滤波matlab程序
....................\Kalman
....................\......\AR_to_SS.m
....................\......\convert_to_lagged_form.m
....................\......\ensure_AR.m
....................\......\eval_AR_perf.m
....................\......\kalman_filter.m
....................\......\kalman_forward_backward.m
....................\......\kalman_smoother.m
....................\......\kalman_update.m
....................\......\learning_demo.m
....................\......\learn_AR.m
....................\......\learn_AR_diagonal.m
....................\......\learn_kalman.m
....................\......\README.txt
....................\......\README.txt~
....................\......\sample_lds.m
....................\......\smooth_update.m
....................\......\SS_to_AR.m
....................\......\tracking_demo.m
....................\kalman_intro.pdf