File list (Check if you may need any files):
Kalman111\KalmanAll\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
.........\.........\......\testKalman.m
.........\.........\......\tracking_demo.m
.........\.........\.PMstats\#histCmpChi2.m#
.........\.........\........\beta_sample.m
.........\.........\........\chisquared_histo.m
.........\.........\........\chisquared_prob.m
.........\.........\........\chisquared_readme.txt
.........\.........\........\chisquared_table.m
.........\.........\........\clg_Mstep.m
.........\.........\........\clg_Mstep_simple.m
.........\.........\........\clg_prob.m
.........\.........\........\condGaussToJoint.m
.........\.........\........\condgaussTrainObserved.m
.........\.........\........\condgauss_sample.m
.........\.........\........\cond_indep_fisher_z.m
.........\.........\........\convertBinaryLabels.m
.........\.........\........\CVS\Entries
.........\.........\........\...\Entries.Extra
.........\.........\........\...\Repository
.........\.........\........\...\Root
.........\.........\........\...\Template
.........\.........\........\cwr_demo.m
.........\.........\........\cwr_em.m
.........\.........\........\cwr_predict.m
.........\.........\........\cwr_prob.m
.........\.........\........\cwr_readme.txt
.........\.........\........\cwr_test.m
.........\.........\........\dirichletpdf.m
.........\.........\........\dirichletrnd.m
.........\.........\........\dirichlet_sample.m
.........\.........\........\distchck.m
.........\.........\........\eigdec.m
.........\.........\........\est_transmat.m
.........\.........\........\fit_paritioned_model_testfn.m
.........\.........\........\fit_partitioned_model.m
.........\.........\........\gamma_sample.m
.........\.........\........\gaussian_prob.m
.........\.........\........\gaussian_sample.m
.........\.........\........\histCmpChi2.m
.........\.........\........\histCmpChi2.m~
.........\.........\........\KLgauss.m
.........\.........\........\linear_regression.m
.........\.........\........\logist2.m
.........\.........\........\logist2Apply.m
.........\.........\........\logist2ApplyRegularized.m
.........\.........\........\logist2Fit.m
.........\.........\........\logist2FitRegularized.m
.........\.........\........\logistK.m
.........\.........\........\logistK_eval.m
.........\.........\........\marginalize_gaussian.m
.........\.........\........\matrix_normal_pdf.m
.........\.........\........\matrix_T_pdf.m
.........\.........\........\mc_stat_distrib.m
.........\.........\........\mixgauss_classifier_apply.m
.........\.........\........\mixgauss_classifier_train.m
.........\.........\........\mixgauss_em.m
.........\.........\........\mixgauss_init.m
.........\.........\........\mixgauss_Mstep.m
.........\.........\........\mixgauss_prob.m
.........\.........\........\mixgauss_prob_test.m
.........\.........\........\mixgauss_sample.m
.........\.........\........\mkPolyFvec.m
.........\.........\........\mk_unit_norm.m
.........\.........\........\multinomial_prob.m
.........\.........\........\multinomial_sample.m
.........\.........\........\multipdf.m
.........\.........\........\multirnd.m
.........\.........\........\normal_coef.m
.........\.........\........\partial_corr_coef.m
.........\.........\........\parzen.m
.........\.........\........\parzenC.c
.........\.........\........\parzenC.dll
.........\.........\........\parzenC.mexglx
.........\.........\........\parzenC_test.m
.........\.........\........\