This is a Kalman filter, the digital signal processing applications there are many ~ ~

Kalman Filter
.............\KalmanAll
.............\.........\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
.............\.........\......\testKalman.m
.............\.........\......\tracking_demo.m
.............\.........\KPMstats
.............\.........\........\#histCmpChi2.m#
.............\.........\........\beta_sample.m
.............\.........\........\chisquared_histo.m
.............\.........\........\chisquared_prob.m
.............\.........\........\chisquared_readme.txt
.............\.........\........\chisquared_table.m
.............\.........\........\clg_Mstep.m
.............\.........\........\clg_Mstep_simple.m
.............\.........\........\clg_prob.m
.............\.........\........\condGaussToJoint.m
.............\.........\........\condgaussTrainObserved.m
.............\.........\........\condgauss_sample.m
.............\.........\........\cond_indep_fisher_z.m
.............\.........\........\convertBinaryLabels.m
.............\.........\........\CVS
.............\.........\........\...\Entries
.............\.........\........\...\Entries.Extra
.............\.........\........\...\Entries.Extra.Old
.............\.........\........\...\Entries.Old
.............\.........\........\...\Repository
.............\.........\........\...\Root
.............\.........\........\...\Template
.............\.........\........\cwr_demo.m
.............\.........\........\cwr_em.m
.............\.........\........\cwr_predict.m
.............\.........\........\cwr_prob.m
.............\.........\........\cwr_readme.txt
.............\.........\........\cwr_test.m
.............\.........\........\dirichletpdf.m
.............\.........\........\dirichletrnd.m
.............\.........\........\dirichlet_sample.m
.............\.........\........\distchck.m
.............\.........\........\eigdec.m
.............\.........\........\est_transmat.m
.............\.........\........\fit_paritioned_model_testfn.m
.............\.........\........\fit_partitioned_model.m
.............\.........\........\gamma_sample.m
.............\.........\........\gaussian_prob.m
.............\.........\........\gaussian_sample.m
.............\.........\........\histCmpChi2.m
.............\.........\........\histCmpChi2.m~
.............\.........\........\KLgauss.m
.............\.........\........\linear_regression.m
.............\.........\........\logist2.m
.............\.........\........\logist2Apply.m
.............\.........\........\logist2ApplyRegularized.m
.............\.........\........\logist2Fit.m
.............\.........\........\logist2FitRegularized.m
.............\.........\........\logistK.m
.............\.........\........\logistK_eval.m
.............\.........\........\marginalize_gaussian.m
.............\.........\........\matrix_normal_pdf.m
.............\.........\........\matrix_T_pdf.m
.............\.........\........\mc_stat_distrib.m
.............\.........\........\mixgauss_classifier_apply.m
.............\.........\........\mixgauss_classifier_train.m
.............\.........\........\mixgauss_em.m
.............\.........\........\mixgauss_init.m
.............\.........\........\mixgauss_Mstep.m
.............\.........\........\mixgauss_prob.m
.............\.........\........\mixgauss_prob_test.m
.............\.........\........\mixgauss_sample.m
.............\.........\........\mkP

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