Describe: prepared using Matlab, elementary Kalman filter tracking, filtering

File list(Click to check if it's the file you need, and recomment it at the bottom):
  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
  ......\tracking_demo.m

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