Kalman filter toolbox written by Kevin Murphy, 1998.

See http://www.ai.mit.edu/~murphyk/Software/kalman.html for details.



Installation

------------



1. Install KPMtools from http://www.ai.mit.edu/~murphyk/Software/KPMtools.html

3. Assuming you installed all these files in your matlab directory, In Matlab type



addpath matlab/KPMtools

addpath matlab/Kalman





Demos

-----

See tracking_demo.m for a demo of 2D tracking.

See learning_demo.m for a demo of parameter estimation using EM.



较早版本的kalman滤波matlab源码，适合研读。