中文说明：这个工具箱支持滤波，平滑和参数估计 （使用 EM） 线性动力系统。 功能： 1。kalman_filter 2.kalman_smoother-实现 RTS 方程 3.learn_kalman-发现最大似然估计的参数使用 EM 4.sample_lds-生成随机样本 5。AR_to_SS-转换到状态空间形式的 k 阶自回归模型
English Description：
This toolbox supports filtering, smoothing and parameter estimation (using EM) for Linear Dynamical Systems. Functions:1. kalman_filter 2. kalman_smoother - implements the RTS equations 3. learn_kalman - finds maximum likelihood estimates of the parameters using EM 4. sample_lds - generate random samples Click the file on the left to start the preview,please ！The preview only provides 20% of the code snippets, the complete code needs to be downloaded Loading Report