Kalman Filter

.............\KalmanAll

.............\.........\Kalman

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

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

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

.............\.........\......\eval_AR_perf.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

.............\.........\......\README.txt

.............\.........\......\README.txt~

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

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

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

.............\.........\......\testKalman.m

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

.............\.........\KPMstats

.............\.........\........\#histCmpChi2.m#

.............\.........\........\beta_sample.m

.............\.........\........\chisquared_histo.m

.............\.........\........\chisquared_prob.m

.............\.........\........\chisquared_readme.txt

.............\.........\........\chisquared_table.m

.............\.........\........\clg_Mstep.m

.............\.........\........\clg_Mstep_simple.m

.............\.........\........\clg_prob.m

.............\.........\........\condGaussToJoint.m

.............\.........\........\condgaussTrainObserved.m

.............\.........\........\condgauss_sample.m

.............\.........\........\cond_indep_fisher_z.m

.............\.........\........\convertBinaryLabels.m

.............\.........\........\CVS

.............\.........\........\...\Entries

.............\.........\........\...\Entries.Extra

.............\.........\........\...\Entries.Extra.Old

.............\.........\........\...\Entries.Old

.............\.........\........\...\Repository

.............\.........\........\...\Root

.............\.........\........\...\Template

.............\.........\........\cwr_demo.m

.............\.........\........\cwr_em.m

.............\.........\........\cwr_predict.m

.............\.........\........\cwr_prob.m

.............\.........\........\cwr_readme.txt

.............\.........\........\cwr_test.m

.............\.........\........\dirichletpdf.m

.............\.........\........\dirichletrnd.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

.............\.........\........\histCmpChi2.m

.............\.........\........\histCmpChi2.m~

.............\.........\........\KLgauss.m

.............\.........\........\linear_regression.m

.............\.........\........\logist2.m

.............\.........\........\logist2Apply.m

.............\.........\........\logist2ApplyRegularized.m

.............\.........\........\logist2Fit.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

.............\.........\........\mixgauss_prob.m

.............\.........\........\mixgauss_prob_test.m

.............\.........\........\mixgauss_sample.m

.............\.........\........\mkP