This the source of the Kalman filter, mainly for video sequence tracking the prediction.

Packet : 81404564kalman.rar filelist
Kalman\AR_to_SS.m
Kalman\convert_to_lagged_form.m
Kalman\ensure_AR.m
Kalman\eval_AR_perf.m
Kalman\gaussian_prob.m
Kalman\hs_err_pid3492.log
Kalman\kalman_filter.m
Kalman\kalman_forward_backward.m
Kalman\kalman_smoother.m
Kalman\kalman_update.asv
Kalman\kalman_update.m
Kalman\learning_demo.m
Kalman\learn_AR.m
Kalman\learn_AR_diagonal.m
Kalman\learn_kalman.m
Kalman\plotcov2.m
Kalman\plotgauss2d.m
Kalman\process_options.m
Kalman\README.txt
Kalman\README.txt~
Kalman\sample_gaussian.m
Kalman\sample_lds.asv
Kalman\sample_lds.m
Kalman\smooth_update.asv
Kalman\smooth_update.m
Kalman\SS_to_AR.m
Kalman\testKalman.m
Kalman\tracking_demo.m
Kalman

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