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。
标签：
Software
toolbox
murphyk
written
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2016-05-13
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