Kalman filter toolbox written by Kevin Murphy,See learning_demo.m for a demo of parameter estimation using EM.-Kalman filter toolbox written by Kevin Murphy, See learning_demo.m for a demo of parameter estimation using EM.

This is a simple demo of a Kalman filter for a sinus wave, it is very commented and is a good approach to start when learning the capabilities of it.

使用opencv写的卡尔曼滤波的一个demo，跟踪鼠标指针的移动-Kalman filter using opencv write a demo, tracking the movement of the mouse pointer