File list (Check if you may need any files):
Kalman toolbox\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
..............\.........\.PMstats\#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_no