Description: Kalman filter source code, it is mainly used for tracking the target forecast, now only the matlab,
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File list (Check if you may need any files):
rKalman\README.txt
rKalman\README.txt~
rKalman\AR_to_SS.m
rKalman\convert_to_lagged_form.m
rKalman\ensure_AR.m
rKalman\eval_AR_perf.m
rKalman\kalman_filter.m
rKalman\kalman_forward_backward.m
rKalman\kalman_smoother.m
rKalman\kalman_update.m
rKalman\learn_AR.m
rKalman\learn_AR_diagonal.m
rKalman\learn_kalman.m
rKalman\learning_demo.m
rKalman\sample_lds.m
rKalman\smooth_update.m
rKalman\SS_to_AR.m
rKalman\tracking_demo.m
Kkalman_intro.pdf
rKalman
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