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