Using kalman filter to realize single target tracking, complete the matlab program, called toolkit is very simple, have download site, it contains the instructions, the effect is very good.

Kalman_matlab\AR_to_SS.m
.............\convert_to_lagged_form.m
.............\ensure_AR.m
.............\eval_AR_perf.m
.............\gaussian_prob.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
.............\plotgauss2d.m
.............\plot_ellipse.m
.............\README
.............\sample_gaussian.m
.............\sample_lds.m
.............\smooth_update.m
.............\SS_to_AR.m
.............\tracking_demo.asv
.............\tracking_demo.m
.............\图1.fig
.............\图1.jpg
.............\图2.fig
.............\图2.jpg
.............\新建 Microsoft Word 文档.docx
Kalman_matlab

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