/usr/share/dynare/matlab/kalman/ is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o755.
..
/usr/share/dynare/matlab/kalman/build_selection_matrix.m
/usr/share/dynare/matlab/kalman/likelihood/
/usr/share/dynare/matlab/kalman/likelihood/computeDLIK.m
/usr/share/dynare/matlab/kalman/likelihood/kalman_filter.m
/usr/share/dynare/matlab/kalman/likelihood/kalman_filter_d.m
/usr/share/dynare/matlab/kalman/likelihood/kalman_filter_fast.m
/usr/share/dynare/matlab/kalman/likelihood/kalman_filter_ss.m
/usr/share/dynare/matlab/kalman/likelihood/missing_observations_kalman_filter.m
/usr/share/dynare/matlab/kalman/likelihood/missing_observations_kalman_filter_d.m
/usr/share/dynare/matlab/kalman/likelihood/univariate_computeDLIK.m
/usr/share/dynare/matlab/kalman/likelihood/univariate_computeDstate.m
/usr/share/dynare/matlab/kalman/likelihood/univariate_kalman_filter.m
/usr/share/dynare/matlab/kalman/likelihood/univariate_kalman_filter_d.m
/usr/share/dynare/matlab/kalman/likelihood/univariate_kalman_filter_ss.m
/usr/share/dynare/matlab/kalman/steady_state_kalman_gain.m