For linear Gaussian system, a conjugate distribution is adopted to estimate system state and identificate measurement noise variance.

Filename	Size	Update
gauss_pdf.m	1663	2011-08-12
gauss_rnd.m	942	2011-08-12
imm_demo1.m	2005	2011-08-12
imm_demo2.m	2714	2011-08-12
imm_estimate.m	1110	2011-08-12
imm_predict.m	3039	2011-08-12
imm_update.m	2347	2011-08-12
kf_lhood.m	1311	2011-08-12
kf_predict.m	1747	2011-08-12
kf_smooth.m	2093	2011-08-12
kf_update.m	2149	2011-08-12
lti_disc.m	1925	2011-08-12
vbakf_demo1.m	5219	2011-08-12
vbakf_demo2.m	2061	2011-08-12
vbakf_demo3.m	3492	2011-08-12
vbakf_predict_1d.m	1234	2011-08-12
vbakf_predict_diag.m	972	2011-08-12
vbakf_update_1d.m	1368	2011-08-12
vbakf_update_diag.m	1431	2011-08-12

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