卡尔曼自适应滤波的所有程序及应用实例我要分享

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

.........\........\#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

.........\........\CVS

.........\........\...\Entries

.........\........\...\Entries.Extra

.........\........\...\Entries.Extra.Old

.........\........\...\Entries.Old

.........\........\...\Repository

.........\........\...\Root

.........\........\...\Template

.........\........\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