File list (Check if you may need any files):
KalmanAll_f\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
...........\........\dirichlet_sample.m
...........\........\distchck.m
...........\........\eigdec.m
...........\........\est_transmat.m
...........\........\fit_paritioned_model_testfn.m
...........\........\fit_partitioned_model.m
...........\........\gamma_sample.m
...........\........\gaussian_prob.m
...........\........\gaussian_sample.m
...........\........\histCmpChi2.m
...........\........\histCmpChi2.m~
...........\........\KLgauss.m
...........\........\linear_regression.m
...........\........\logist2.m
...........\........\logist2Apply.m
...........\........\logist2ApplyRegularized.m
...........\........\logist2Fit.m
...........\........\logist2FitRegularized.m
...........\........\logistK.m
...........\........\logistK_eval.m
...........\........\marginalize_gaussian.m
...........\........\matrix_normal_pdf.m
...........\........\matrix_T_pdf.m
...........\........\mc_stat_distrib.m
...........\........\mixgauss_classifier_apply.m
...........\........\mixgauss_classifier_train.m
...........\........\mixgauss_em.m
...........\........\mixgauss_init.m
...........\........\mixgauss_Mstep.m
...........\........\mixgauss_prob.m
...........\........\mixgauss_prob_test.m
...........\........\mixgauss_sample.m
...........\........\mkPolyFvec.m
...........\........\mk_unit_norm.m
...........\........\multipdf.m
...........\........\multinomial_prob.m
...........\........\multinomial_sample.m
...........\........\multirnd.m
...........\........\normal_coef.m
...........\........\partial_corr_coef.m
...........\........\parzen.m
...........\........\parzenC.c
...........\........\parzenC.dll
...........\........\parzenC.mexglx
...........\........\parzenC_test.m
...........\........\parzen_fit_select_unif.m
...........\........\pca.m
...........\........\README.txt
...........\........\rndcheck.m