KalmanAll

代码说明：

  关于卡尔曼滤波的matlab代码，其中包含了滤波的主算法，以及使用EM查找最大可能的估计参数，随机样本等等(Kalman filter matlab code, which contains the main algorithm filtering, and the use of EM to find the best possible estimate parameters of a random sample, etc.)

文件列表：

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
.........\........\README.txt,156,2005-04-25