File list (Check if you may need any files):
M_Kalman\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
........\........\...\Entries.Extra.Old
........\........\...\Entries.Old
........\........\...\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
........\........\parzen_fit_select_unif.m
........\........\pca.m
........\........\README.txt
........\........\rndcheck.m
........\........\sample.m
........\........\sample_discrete.m
........\........\sample_gaussian.m