Kalman

  this code give an implementation of kalman filter in matlab. the complete set of matlab tools useful for implementationof matlab are available with this file

Kalman
......\KalmanAll
......\.........\Kalman
......\.........\......\AR_to_SS.m,1107,2002-05-29
......\.........\......\convert_to_lagged_form.m,425,2002-05-29
......\.........\......\ensure_AR.m,354,2002-05-29
......\.........\......\eval_AR_perf.m,1045,2002-05-29
......\.........\......\kalman_filter.m,2899,2002-05-29
......\.........\......\kalman_forward_backward.m,2392,2002-11-01
......\.........\......\kalman_smoother.m,1584,2002-05-29
......\.........\......\kalman_update.m,1840,2002-05-29
......\.........\......\learning_demo.m,1022,2002-10-23
......\.........\......\learn_AR.m,819,2002-05-29
......\.........\......\learn_AR_diagonal.m,687,2002-05-29
......\.........\......\learn_kalman.m,5515,2006-08-24
......\.........\......\README.txt,485,2004-06-07
......\.........\......\README.txt~,535,2003-01-18
......\.........\......\sample_lds.m,1797,2003-01-24
......\.........\......\smooth_update.m,1199,2002-05-29
......\.........\......\SS_to_AR.m,579,2002-05-29
......\.........\......\testKalman.m,28,2005-06-09
......\.........\......\tracking_demo.m,1960,2003-01-18
......\.........\KPMstats
......\.........\........\#histCmpChi2.m#,267,2005-05-03
......\.........\........\beta_sample.m,1955,2005-04-26
......\.........\........\chisquared_histo.m,199,2005-04-26
......\.........\........\chisquared_prob.m,1326,2005-04-26
......\.........\........\chisquared_readme.txt,1389,2005-04-26
......\.........\........\chisquared_table.m,2127,2005-04-26
......\.........\........\clg_Mstep.m,5884,2005-04-26
......\.........\........\clg_Mstep_simple.m,1463,2005-04-26
......\.........\........\clg_prob.m,421,2005-04-26
......\.........\........\condGaussToJoint.m,646,2005-04-26
......\.........\........\condgaussTrainObserved.m,908,2005-04-26
......\.........\........\condgauss_sample.m,351,2005-04-26
......\.........\........\cond_indep_fisher_z.m,3789,2005-04-26
......\.........\........\convertBinaryLabels.m,101,2005-04-26
......\.........\........\CVS
......\.........\........\...\Entries,3587,2005-04-27
......\.........\........\...\Entries.Extra,1922,2005-04-27
......\.........\........\...\Entries.Extra.Old,0,2005-04-27
......\.........\........\...\Entries.Old,0,2005-04-27
......\.........\........\...\Repository,10,2005-04-27
......\.........\........\...\Root,51,2005-04-27
......\.........\........\...\Template,0,2005-06-05
......\.........\........\cwr_demo.m,3513,2005-04-26
......\.........\........\cwr_em.m,4912,2005-04-26
......\.........\........\cwr_predict.m,1677,2005-04-26
......\.........\........\cwr_prob.m,1011,2005-04-26
......\.........\........\cwr_readme.txt,534,2005-04-26
......\.........\........\cwr_test.m,2436,2005-04-26
......\.........\........\dirichletpdf.m,1049,2005-05-22
......\.........\........\dirichletrnd.m,1049,2005-05-22
......\.........\........\dirichlet_sample.m,582,2005-04-26
......\.........\........\distchck.m,3836,2005-04-26
......\.........\........\eigdec.m,1535,2005-04-26
......\.........\........\est_transmat.m,535,2005-04-26
......\.........\........\fit_paritioned_model_testfn.m,103,2005-04-26
......\.........\........\fit_partitioned_model.m,2290,2005-04-26
......\.........\........\gamma_sample.m,3144,2005-04-26
......\.........\........\gaussian_prob.m,848,2005-04-26
......\.........\........\gaussian_sample.m,659,2005-04-26
......\.........\........\histCmpChi2.m,394,2005-05-03
......\.........\........\histCmpChi2.m~,353,2005-05-03
......\.........\........\KLgauss.m,342,2005-04-26
......\.........\........\linear_regression.m,2038,2005-04-26
......\.........\........\logist2.m,3050,2005-04-26
......\.........\........\logist2Apply.m,365,2005-04-26
......\.........\........\logist2ApplyRegularized.m,91,2005-04-26
......\.........\........\logist2Fit.m,593,2005-04-26
......\.........\........\logist2FitRegularized.m,411,2005-04-26
......\.........\........\logistK.m,7540,2005-04-26
......\.........\........\logistK_eval.m,2372,2005-04-26
......\.........\........\marginalize_gaussian.m,293,2005-04-26
......\.........\........\matrix_normal_pdf.m,346,2005-04-26
......\.........\........\matrix_T_pdf.m,430,2005-04-26
......\.........\........\mc_stat_distrib.m,790,2005-04-26
......\.........\........\mixgauss_classifier_apply.m,534,2005-04-26
......\.........\........\mixgauss_classifier_train.m,1377,2005-04-26
......\.........\........\mixgauss_em.m,2252,2005-04-26
......\.........\........\mixgauss_init.m,1357,2005-04-26
......\.........\........\mixgauss_Mstep.m,3283,2005-04-26
......\.........\........\mixgauss_prob.m,4102,2005-04-26
......\.........\........\mixgauss_prob_test.m,2320,2005-04-26
......\.........\........\mixgauss_sample.m,734,2005-04-26
......\.........\........\mkPolyFvec.m,576,2005-04-26
......\.........\........\mk_unit_norm.m,280,2005-04-26
......\.........\........\multinomial_prob.m,567,2005-04-26
......\.........\........\multinomial_sample.m,577,2005-04-26
......\.........\........\multipdf.m,1192,2005-05-22
......\.........\........\multirnd.m,1161,2005-05-22
......\.........\........\normal_coef.m,205,2005-04-26
......\.........\........\partial_corr_coef.m,844,2005-04-26
......\.........\........\parzen.m,2478,2005-04-26
......\.........\........\parzenC.c,2790,2005-04-26
......\.........\........\parzenC.dll,229862,2005-04-26
......\.........\........\parzenC.mexglx,20215,2005-04-26
......\.........\........\parzenC_test.m,250,2005-04-26
......\.........\........\parzen_fit_select_unif.m,1668,2005-04-26
......\.........\........\pca.m,1077,2005-04-26