Extended kalman filter algorithm, using matlab to achieve

Extended Kalman Filter\KPMstats\KPMstats\#chisquared_histo.m#
......................\........\........\#clg_Mstep.m#
......................\........\........\#clg_Mstep_simple.m#
......................\........\........\#condGaussToJoint.m#
......................\........\........\#convertBinaryLabels.m#
......................\........\........\#KLgauss.m#
......................\........\........\#linear_regression.m#
......................\........\........\#logist2Apply.m#
......................\........\........\#logist2ApplyRegularized.m#
......................\........\........\#logist2FitRegularized.m#
......................\........\........\#mixgauss_classifier_train.m#
......................\........\........\#mixgauss_em.m#
......................\........\........\#weightedRegression.m#
......................\........\........\beta_sample.m
......................\........\........\chisquared_histo.m
......................\........\........\chisquared_histo.m~
......................\........\........\chisquared_prob.m
......................\........\........\chisquared_readme.txt
......................\........\........\chisquared_table.m
......................\........\........\clg_Mstep.m
......................\........\........\clg_Mstep_simple.m
......................\........\........\clg_Mstep_simple.m~
......................\........\........\clg_prob.m
......................\........\........\condGaussToJoint.m
......................\........\........\condGaussToJoint.m~
......................\........\........\condgaussTrainObserved.m
......................\........\........\condgauss_sample.m
......................\........\........\cond_indep_fisher_z.m
......................\........\........\convertBinaryLabels.m
......................\........\........\convertBinaryLabels.m~
......................\........\........\CVS\Entries
......................\........\........\...\Entries.Extra
......................\........\........\...\Repository
......................\........\........\...\Root
......................\........\........\cwr_demo.m
......................\........\........\cwr_em.m
......................\........\........\cwr_predict.m
......................\........\........\cwr_prob.m
......................\........\........\cwr_readme.txt
......................\........\........\cwr_test.m
......................\........\........\dirichlet_sample.m
......................\........\........\distchck.m
......................\........\........\eigdec.m
......................\........\........\est_transmat.m
......................\........\........\fit_paritioned_model_testfn.m
......................\........\........\fit_partitioned_model.m
......................\........\........\gamma_sample.m
......................\........\........\gaussian_prob.m
......................\........\........\gaussian_sample.m
......................\........\........\KLgauss.m
......................\........\........\linear_regression.m
......................\........\........\logist2.m
......................\........\........\logist2Apply.m
......................\........\........\logist2ApplyRegularized.m
......................\........\........\logist2ApplyRegularized.m~
......................\........\........\logist2Fit.m
......................\........\........\logist2FitRegularized.m
......................\........\........\logist2FitRegularized.m~
......................\........\........\logistK.m
......................\........\........\logistK_eval.m
......................\........\........\marginalize_gaussian.m
......................\........\........\matrix_normal_pdf.m
......................\........\........\matrix_T_pdf.m
......................\........\........\mc_stat_distrib.m
......................\........\........\mixgauss_classifier_apply.m
......................\........\........\mixgauss_classifier_train.m
......................\........\........\mixgauss_em.m
......................\........\........\mixgauss_init.m
......................\........\........\mixgauss_Mstep.m
............

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