Kalman_matlab

.............\AR_to_SS.m

.............\block.m

.............\convert_to_lagged_form.m

.............\em_converged.m

.............\ensure_AR.m

.............\eval_AR_perf.m

.............\gauss.m

.............\gaussian_prob.m

.............\gaussplot.m

.............\gsamp.m

.............\kalman_filter.m

.............\kalman_smoother.m

.............\kalman_update.m

.............\learning_demo.m

.............\learn_AR.m

.............\learn_AR_diagonal.m

.............\learn_kalman.m

.............\normal_coef.m

.............\rand_psd.m

.............\README

.............\sample_lds.m

.............\smooth_update.m

.............\SS_to_AR.m

.............\tracking_demo.m