KalmanFilter
代码说明：
KalmanFilter 递归程序，非常经典(KalmanFilter recursive procedures, very classic)
文件列表：
Kalman滤波
..........\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
..........\kalman_intro.pdf
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