IMM PDAF tracking filter procedure, very useful

MyDocuments
...........\LGICCD
...........\......\Mat
...........\......\...\Vmd
...........\......\...\...\Create_Elipse.m
...........\......\...\...\gaussian_prob.m
...........\......\...\...\Generate2DTrajectories.m
...........\......\...\...\IMM_Init_Model.m
...........\......\...\...\IMM_Kalman_Filter.m
...........\......\...\...\IMM_Kalman_Tracking_Demo.m
...........\......\...\...\Kalman_Filter_Init.m
...........\......\...\...\Simple_Kalman_Filter.m
...........\......\...\...\Simple_Kalman_Tracking_Demo.m
...........\......\...\...\Simple_Kalman_Update.m
...........\......\...\...\Simple_PDAF_Filtering.m
...........\......\...\...\Simple_PDAF_Tracking_Demo.m
...........\......\...\...\Simple_PDAF_Update.m

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