File list (Check if you may need any files):
KalMat\BaseContinuousSystemModel.m
......\BaseDiscreteSystemModel.m
......\BaseObserverModel.m
......\BaseSystemModel.m
......\BLUEFilter.m
......\EKFContinuousSystemModel.m
......\EKFObserverModel.m
......\EKFSystemModel.m
......\ekfTransform.m
......\LinearContinuousSystemModel.m
......\LinearObserverModel.m
......\LinearSystemModel.m
......\sdchol.m
......\symmetricSigmaPoints.m
......\UnscentedContinuousSystemModel.m
......\UnscentedObserverModel.m
......\UnscentedSystemModel.m
......\unscentedTransform.m
......\demos\DoubleWell.m
......\.....\HeatConduction.m
......\.....\Reentry.m
......\demos
KalMat