Kalman-toolbox

代码说明：

  卡尔曼滤波器工具箱，非常适合初学者学习卡尔曼滤波器，里面有比较详细地程序(Kalman Filter toolbox MATLAB)

文件列表：

Kalman toolbox
..............\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,28,2005-06-08
..............\.........\......\tracking_demo.m,1960,2003-01-18
..............\.........\KPMstats
..............\.........\........\#histCmpChi2.m#,267,2005-05-03
..............\.........\........\beta_sample.m,1955,2005-04-25
..............\.........\........\chisquared_histo.m,199,2005-04-25
..............\.........\........\chisquared_prob.m,1326,2005-04-25
..............\.........\........\chisquared_readme.txt,1389,2005-04-25
..............\.........\........\chisquared_table.m,2127,2005-04-25
..............\.........\........\clg_Mstep.m,5884,2005-04-25
..............\.........\........\clg_Mstep_simple.m,1463,2005-04-25
..............\.........\........\clg_prob.m,421,2005-04-25
..............\.........\........\condGaussToJoint.m,646,2005-04-25
..............\.........\........\condgaussTrainObserved.m,908,2005-04-25
..............\.........\........\condgauss_sample.m,351,2005-04-25
..............\.........\........\cond_indep_fisher_z.m,3789,2005-04-25
..............\.........\........\convertBinaryLabels.m,101,2005-04-25
..............\.........\........\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,3513,2005-04-25
..............\.........\........\cwr_em.m,4912,2005-04-25
..............\.........\........\cwr_predict.m,1677,2005-04-25
..............\.........\........\cwr_prob.m,1011,2005-04-25
..............\.........\........\cwr_readme.txt,534,2005-04-25
..............\.........\........\cwr_test.m,2436,2005-04-25
..............\.........\........\dirichletpdf.m,1049,2005-05-22
..............\.........\........\dirichletrnd.m,1049,2005-05-22
..............\.........\........\dirichlet_sample.m,582,2005-04-25
..............\.........\........\distchck.m,3836,2005-04-25
..............\.........\........\eigdec.m,1535,2005-04-25
..............\.........\........\est_transmat.m,535,2005-04-25
..............\.........\........\fit_paritioned_model_testfn.m,103,2005-04-25
..............\.........\........\fit_partitioned_model.m,2290,2005-04-25
..............\.........\........\gamma_sample.m,3144,2005-04-25
..............\.........\........\gaussian_prob.m,848,2005-04-25
..............\.........\........\gaussian_sample.m,659,2005-04-25
..............\.........\........\histCmpChi2.m,394,2005-05-03
..............\.........\........\histCmpChi2.m~,353,2005-05-03
..............\.........\........\KLgauss.m,342,2005-04-25
..............\.........\........\linear_regression.m,2038,2005-04-25
..............\.........\........\logist2.m,3050,2005-04-25
..............\.........\........\logist2Apply.m,365,2005-04-25
..............\.........\........\logist2ApplyRegularized.m,91,2005-04-25
..............\.........\........\logist2Fit.m,593,2005-04-25
..............\.........\........\logist2FitRegularized.m,411,2005-04-25
..............\.........\........\logistK.m,7540,2005-04-25
..............\.........\........\logistK_eval.m,2372,2005-04-25
..............\.........\........\marginalize_gaussian.m,293,2005-04-25
..............\.........\........\matrix_normal_pdf.m,346,2005-04-25
..............\.........\........\matrix_T_pdf.m,430,2005-04-25
..............\.........\........\mc_stat_distrib.m,790,2005-04-25
..............\.........\........\mixgauss_classifier_apply.m,534,2005-04-25
..............\.........\........\mixgauss_classifier_train.m,1377,2005-04-25
..............\.........\........\mixgauss_em.m,2252,2005-04-25
..............\.........\........\mixgauss_init.m,1357,2005-04-25
..............\.........\........\mixgauss_Mstep.m,3283,2005-04-25
..............\.........\........\mixgauss_prob.m,4102,2005-04-25
..............\.........\........\mixgauss_prob_test.m,2320,2005-04-25
..............\.........\........\mixgauss_sample.m,734,2005-04-25
..............\.........\........\mkPolyFvec.m,576,2005-04-25
..............\.........\........\mk_unit_norm.m,280,2005-04-25
..............\.........\........\multinomial_prob.m,567,2005-04-25
..............\.........\........\multinomial_sample.m,577,2005-04-25
..............\.........\........\multipdf.m,1192,2005-05-22
..............\.........\........\multirnd.m,1161,2005-05-22
..............\.........\........\normal_coef.m,205,2005-04-25
..............\.........\........\partial_corr_coef.m,844,2005-04-25
..............\.........\........\parzen.m,2478,2005-04-25
..............\.........\........\parzenC.c,2790,2005-04-25
..............\.........\........\parzenC.dll,49152,2005-04-25
..............\.........\........\parzenC.mexglx,20215,2005-04-25
..............\.........\........\parzenC_test.m,250,2005-04-25
..............\.........\........\parzen_fit_select_unif.m,1668,2005-04-25
..............\.........\........\pca.m,1077,2005-04-25