File list (Check if you may need any files):
Fundamental_of_Kalman_filtering
...............................\AddHinfConstr.m
...............................\AddHinfConstrMonte.m
...............................\AddHinfEx1.m
...............................\AddHinfEx3.m
...............................\Chemical.m
...............................\Colored.m
...............................\ContEx.m
...............................\Correlated.m
...............................\DiscreteKFAlt.m
...............................\DiscreteKFEx1.m
...............................\DiscreteKFEx2.m
...............................\DiscreteKFEx2Plot.m
...............................\ExtendedBody.m
...............................\FixIntSmooth.m
...............................\FixLagSmooth.m
...............................\FixPtSmooth.m
...............................\HinfContEx1a.m
...............................\HinfContEx1b.m
...............................\HinfEx1a.m
...............................\HinfEx1b.m
...............................\House1.m
...............................\Hybrid2.m
...............................\HybridBody.m
...............................\HybridUKF.m
...............................\KalmanConstrained.m
...............................\LinearSimEx1.m
...............................\MGS.m
...............................\MotorKalman.m
...............................\MotorSim.m
...............................\Multiple.m
...............................\Parameter.m
...............................\ParticleEx1.m
...............................\ParticleEx2.m
...............................\ParticleEx3.m
...............................\ParticleEx4.m
...............................\ParticleEx5.m
...............................\Reduced.m
...............................\Robust.m
...............................\Schmidt.m
...............................\UnscentedEx.m