File list (Check if you may need any files):
State_Space_Models_FEX
......................\Example_FEX.mat
......................\Example_Script_1_kalmanFit.m
......................\Example_Script_1_kalmanSim.m
......................\Example_Script_1_kalmanSim_and_kalmanFit.m
......................\Example_Script_2_kalmanFit.m
......................\Example_Script_2_kalmanSim.m
......................\Example_Script_2_kalmanSim_and_kalmanFit.m
......................\Example_Script_3_kalmanFit.m
......................\Example_Script_4_kalmanFit.m
......................\m_Files
......................\.......\fixParam.m
......................\.......\getparam0_rollOLS.m
......................\.......\kalmanFit.m
......................\.......\kalmanLik.m
......................\.......\kalmanSim.m
......................\The_State_Space_Fitting_Function.pdf
license.txt