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.html3. Assuming you installed all these files in your matlab directory, In Matlab typeaddpath matlab/KPMtoolsaddpath matlab/KalmanDemos-----See tracking_demo.m for a demo of 2D tracking.See learning_demo.m for a demo of parameter estimation using EM.