File list (Check if you may need any files):
Kalman滤波原理及源码matlab
..........................\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
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