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 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.
To Search:
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
Download