File list (Check if you may need any files):
卡尔曼滤波跟踪\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
卡尔曼滤波跟踪
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