Kalman filtering principle and source matlab, common function method

Kalman_matlab\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
.............\......\tracking_demo.m
.............\kalman_intro.pdf
.............\Kalman
Kalman_matlab

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