Kalman Filtering source code, mainly for tracking the target forecast Now only Matlab,

Packet : 43680528matlabkalman.zip filelist
Kalman/
Kalman/AR_to_SS.m
Kalman/convert_to_lagged_form.m
Kalman/ensure_AR.m
Kalman/eval_AR_perf.m
Kalman/kalman_filter.m
Kalman/kalman_forward_backward.m
Kalman/kalman_smoother.m
Kalman/kalman_update.m
Kalman/learning_demo.m
Kalman/learn_AR.m
Kalman/learn_AR_diagonal.m
Kalman/learn_kalman.m
Kalman/README.txt
Kalman/README.txt~
Kalman/sample_lds.m
Kalman/smooth_update.m
Kalman/SS_to_AR.m
Kalman/tracking_demo.m
kalman_intro.pdf

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