In Visual 2008 environment, using C

kalman_example
..............\kalman_example
..............\..............\bin
..............\..............\...\Debug
..............\..............\BitmapConvert.cs
..............\..............\Form1.cs
..............\..............\Form1.Designer.cs
..............\..............\Form1.resx
..............\..............\kalmanFilter.cs
..............\..............\kalman_example.csproj
..............\..............\Matrix.cs
..............\..............\MyTypeConvert.cs
..............\..............\obj
..............\..............\...\Debug
..............\..............\Program.cs
..............\..............\Properties
..............\..............\..........\AssemblyInfo.cs
..............\..............\..........\Resources.Designer.cs
..............\..............\..........\Resources.resx
..............\..............\..........\Settings.Designer.cs
..............\..............\..........\Settings.settings
..............\..............\Vector.cs
..............\kalman_example.sln

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