toolbox for kalman filter implementation




File list:
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
........\........\CVS
........\........\...\Entries
........\........\...\Entries.Extra
........\........\...\Entries.Extra.Old
........\........\...\Entries.Old
........\........\...\Repository
........\........\...\Root
........\........\...\Template
........\........\#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
........\........\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
........\........\mkPolyFvec.m
........\........\mk_unit_norm.m
........\........\multinomial_prob.m
........\........\multinomial_sample.m
........\........\multipdf.m
........\........\multirnd.m
........\........\normal_coef.m
........\........\partial_corr_coef.m
........\........\parzen.m
........\........\parzenC.c
........\........\parzenC.dll
........\........\parzenC.mexglx
........\........\parzenC_test.m
........\........\parzen_fit_select_unif.m
........\........\pca.m
........\........\README.txt
........\........\rndcheck.m
........\........\sample.m
........\........\sample_discrete.m
........\........\sample_gaussian.m
........\........\standardize.m
........\........\standardize.m~
........\........\student_t_logprob.m
........\........\student_t_prob.m
........\........\test_dir.m
........\........\unidrndKPM.m
........\........\unidrndKPM.m~
........\........\unif_discrete_sample.m
........\........\weightedRegression.m
........\KPMtools
........\........\CVS
........\........\...\Entries
........\........\...\Entries.Extra
........\........\...\Entries.Extra.Old
........\........\...\Entries.Old
........\........\...\Repository
........\........\...\Root
........\........\...\Template
........\........\approxeq.m
........\........\approx_unique.m
........\........\argmax.m
........\........\argmin.m
........\........\asdemo.html
........\........\asdemo.m
........\........\asort.m
........\........\asort.m~
........\........\assert.m
........\........\assignEdgeNums.m
........\........\assign_cols.m
........\........\axis_pct.m
........\........\bipartiteMatchingDemo.m
........\........\bipartiteMatchingDemo.m~
........\........\bipartiteMatchingDemoPlot.m
........\........\bipartiteMatchingDemoPlot.m~
........\........\bipartiteMatchingHungarian.m
........\........\bipartiteMatchingIntProg.m
........\........\bipartiteMatchingIntProg.m~
........\........\block.m
........\........\cell2num.m
........\........\centeringMatrix.m
........\........\chi2inv.m
........\........\choose.m
........\........\collapse_mog.m
........\........\colmult.c
........\........\colmult.mexglx
........\........\computeROC.m
........\........\compute_counts.m
........\........\conf2mahal.m
........\........\cross_entropy.m
........\........\dirKPM.m
........\........\dirKPM.m~
........\........\div.m
........\........\draw_circle.m
........\........\draw_ellipse.m
........\........\draw_ellipse_axes.m
........\........\em_converged.m
........\........\entropy.m
........\........\exportfig.m
........\........\extend_domain_table.m
........\........\factorial.m
........\........\filepartsLast.m
........\........\filepartsLast.m~
........\........\find_equiv_posns.m
........\........\genpathKPM.m
........\........\genpathKPM.m~
........\........\hash_add.m
........\........\hash_del.m
........\........\hash_lookup.m
........\........\hsvKPM.m
........\........\hungarian.m
........\........\image_rgb.m
........\........\imresizeAspect.m
........\........\ind2subv.c
........\........\ind2subv.m
........\........\initFigures.m
........\........\initFigures.m~
........\........\installC_KPMtools.m
........\........\isemptycell.m
........\........\isposdef.m
........\........\isscalar.m
........\........\isvector.m
........\........\is_psd.m
........\........\is_stochastic.m
........\........\junk.c
........\........\loadcell.m
........\........\logb.m
........\........\logdet.m
........\........\logsum.m
........\........\logsumexp.m
........\........\logsumexpv.m
........\........\logsum_simple.m
........\........\logsum_test.m
........\........\marginalize_table.m
........\........\marg_table.m
........\........\matprint.m
........\........\max_mult.c
........\........\max_mult.m
........\........\mexutil.c
........\........\mexutil.h
........\........\mkdirKPM.m
........\........\mk_multi_index.m
........\........\mk_stochastic.m
........\........\montageKPM.m
........\........\montageKPM2.m
........\........\montageKPM3.m
........\........\mult_by_table.m
........\........\myintersect.m
........\........\myismember.m
........\........\myones.m
........\........\myplot.m
........\........\myrand.m
........\........\myrepmat.m
........\........\myreshape.m
........\........\mysetdiff.m
........\........\mysize.m
........\........\mysubset.m
........\........\mysymsetdiff.m
........\........\myunion.m
........\........\nchoose2.m
........\........\ncols.m
........\........\nonmaxsup.m
........\........\normalise.m
........\........\normaliseC.c
........\........\normaliseC.dll
........\........\normalize.m
........\........\nrows.m
........\........\num2strcell.m
........\........\optimalMatching.m
........\........\optimalMatchingIntProg.m~
........\........\optimalMatchingTest.m
........\........\optimalMatchingTest.m~
........\........\partitionData.m
........\........\partition_matrix_vec.m
........\........\pca_kpm.m
........\........\pca_netlab.m
........\........\pick.m
........\........\plotBox.m
........\........\plotBox.m~
........\........\plotColors.m
........\........\plotColors.m~
........\........\plotcov2.m
........\........\plotcov3.m
........\........\plotgauss1d.m
........\........\plotgauss2d.m
........\........\plotgauss2d_old.m
........\........\plotROC.m
........\........\plotROCkpm.m
........\........\plot_axis_thru_origin.m
........\........\plot_ellipse.m
........\........\plot_matrix.m
........\........\plot_polygon.m
........\........\polygon_area.m
........\........\polygon_centroid.m
........\........\polygon_intersect.m
........\........\previewfig.m
........\........\process_options.m
........\........\rand_psd.m
........\........\README.txt
........\........\rectintC.m
........\........\rectintLoopC.c
........\........\rectintLoopC.dll
........\........\rectintLoopC.mexglx
........\........\rectintSparse.m
........\........\rectintSparseC.m
........\........\rectintSparseLoopC.c
........\........\rectintSparseLoopC.dll
........\........\repmatC.c
........\........\repmatC.dll
........\........\repmatC.mexglx
........\........\rgb2grayKPM.m
........\........\rnd_partition.m
........\........\rotate_xlabel.m
........\........\safeStr.m
........\........\sampleUniformInts.m
........\........\sample_discrete.m
........\........\setdiag.m
........\........\set_xtick_label.m
........\........\set_xtick_label_demo.m
........\........\softeye.m
........\........\sort_evec.m
........\........\splitLongSeqIntoManyShort.m
........\........\sprintf_intvec.m
........\........\sqdist.m
........\........\strmatch_multi.m
........\........\strmatch_substr.m
........\........\strsplit.m
........\........\subplot2.m
........\........\subplot3.m
........\........\subsets.m
........\........\subsets1.m
........\........\subsets1.m~
........\........\subsetsFixedSize.m
........\........\subv2ind.c
........\........\subv2ind.m
........\........\sumv.m
........\........\suptitle.m
........\........\unaryEncoding.m
........\........\wrap.m
........\........\xticklabel_rotate90.m
........\........\zipload.m
........\........\zipsave.m