README 7gaussian_prob.m Bc79ensure_AR.m kalman_forward_backward.m kalman_smoother.m kalman_update.m learn_AR.m learn_AR_diagonal.m learn_kalman.m learning_demo.m plot_ellipse.m plotgauss2d.m r3convert_to_lagged_form.m sample_gaussian.m sample_lds.m smooth_update.m SS_to_AR.m Teval_AR_perf.m tkalman_filter.m tracking_demo.m y3AR_to_SS.m