kalman_smoother.m kalman_update.m learn_AR.m learn_AR_diagonal.m learn_kalman.m learning_demo.m sample_lds.m smooth_update.m SS_to_AR.m tracking_demo.m AR_to_SS.m convert_to_lagged_form.m ensure_AR.m eval_AR_perf.m kalman_filter.m kalman_forward_backward.m