Description: Kalman filter toolbox written by Kevin Murphy, 1998. See http://www.ai.mit.edu/ ~ murphyk/Software/kalman.html for details. Installation------------ 1. Install KPMtools from http://www.ai.mit.edu/ ~ murphyk/Software/KPMtools.html 3. Assuming you installed all these files in your matlab directory, In Matlab type addpath matlab/KPMtools addpath matlab/Kalman Demos---- See tracking_demo.m for a demo of 2D tracking. See learning_demo.m for a demo of parameter estimation using EM.
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
......\testKalman.m
......\tracking_demo.m
Kalman
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