Description: kelman filtering process, it is the classic example, do not believe you look!
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File list (Check if you may need any files):
kelman滤波\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_intro.pdf
..........\Kalman
kelman滤波
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