Kalman
代码说明：
卡尔曼滤波在目标跟踪中应用仿真研究，有视频，可直接运行~(Kalman filtering applications in target tracking simulation study, the video can be directly run ~)
文件列表：
Kalman\AR_to_SS.m
Kalman\convert_to_lagged_form.m
Kalman\ensure_AR.m
Kalman\eval_AR_perf.m
Kalman\kalman_filter.m
Kalman\kalman_forward_backward.m
Kalman\kalman_smoother.m
Kalman\kalman_update.m
Kalman\learning_demo.m
Kalman\learn_AR.m
Kalman\learn_AR_diagonal.m
Kalman\learn_kalman.m
Kalman\README.txt
Kalman\README.txt~
Kalman\sample_lds.m
Kalman\smooth_update.m
Kalman\SS_to_AR.m
Kalman\tracking_demo.m
Kalman\gaussian_prob.m
Kalman\plotgauss2d.m
Kalman\plot_ellipse.m
Kalman\README
Kalman\sample_gaussian.m
Kalman\hs_err_pid3492.log
Kalman\kalman_update.asv
Kalman\plotcov2.m
Kalman\process_options.m
Kalman\sample_lds.asv
Kalman\smooth_update.asv
Kalman\testKalman.m
Kalman\kalman.m
Kalman\SampleVideo.avi
Kalman\extract.m
Kalman
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