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 from 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滤波原理及源码(matlab)\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_intro.pdf
............................\......\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
Kalman滤波原理及源码(matlab)
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