File list (Check if you may need any files):
卡尔曼滤波(Kalman Filter)的Matlab免费程序库
...........................................\KalmanAll
...........................................\.........\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
...........................................\.........\......\testKalman.m
...........................................\.........\......\tracking_demo.m
...........................................\.........\KPMstats
...........................................\.........\........\#histCmpChi2.m#
...........................................\.........\........\beta_sample.m
...........................................\.........\........\chisquared_histo.m
...........................................\.........\........\chisquared_prob.m
...........................................\.........\........\chisquared_readme.txt
...........................................\.........\........\chisquared_table.m
...........................................\.........\........\clg_Mstep.m
...........................................\.........\........\clg_Mstep_simple.m
...........................................\.........\........\clg_prob.m
...........................................\.........\........\condGaussToJoint.m
...........................................\.........\........\condgaussTrainObserved.m
...........................................\.........\........\condgauss_sample.m
...........................................\.........\........\cond_indep_fisher_z.m
...........................................\.........\........\convertBinaryLabels.m
...........................................\.........\........\CVS
...........................................\.........\........\...\Entries
...........................................\.........\........\...\Entries.Extra
...........................................\.........\........\...\Entries.Extra.Old
...........................................\.........\........\...\Entries.Old
...........................................\.........\........\...\Repository
...........................................\.........\........\...\Root
...........................................\.........\........\...\Template
...........................................\.........\........\cwr_demo.m
...........................................\.........\........\cwr_em.m
...........................................\.........\........\cwr_predict.m
...........................................\.........\........\cwr_prob.m
...........................................\.........\........\cwr_readme.txt
...........................................\.........\........\cwr_test.m
...........................................\.........\........\dirichletpdf.m
...........................................\.........\........\dirichletrnd.m
...........................................\.........\........\di