File list (Check if you may need any files):
Kalmanflt\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
Kalmanflt
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