File list (Check if you may need any files):
kalman tracking\Kalman_matlab\AR_to_SS.m
...............\.............\block.m
...............\.............\convert_to_lagged_form.m
...............\.............\em_converged.m
...............\.............\ensure_AR.m
...............\.............\eval_AR_perf.m
...............\.............\gauss.m
...............\.............\gaussian_prob.m
...............\.............\gaussplot.m
...............\.............\gsamp.m
...............\.............\kalman_filter.m
...............\.............\kalman_smoother.m
...............\.............\kalman_update.m
...............\.............\learning_demo.m
...............\.............\learn_AR.m
...............\.............\learn_AR_diagonal.m
...............\.............\learn_kalman.m
...............\.............\normal_coef.m
...............\.............\rand_psd.m
...............\.............\README
...............\.............\sample_lds.m
...............\.............\smooth_update.m
...............\.............\SS_to_AR.m
...............\.............\tracking_demo.m
...............\Kalman_matlab
kalman tracking
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