Description: Kalman filter source code, the basic source code, using Matlab written in simple, easy to understand.
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File list (Check if you may need any files):
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
......\tracking_demo.m
Kalman
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