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PDF-PREPRINT1UnscentedRauch-Tung-StriebelSmootherSimoS PDF document

Rpykjxkpxkjy1k1dxk4Theoptimalsmoothingequations14ofthemodelcanbewrittenintwoalternativeforms33 PREPRINT21Twoltersmootherpxkjy1Tpxkjy1kpyk1Tjxk5wherethersttermontheright

Rp(ykjxk)p(xkjy1:k1)dxk:(4)Theoptimalsmoothingequations[14]ofthemodelcanbewrittenintwoalternativeforms[33]: PREPRINT21)Two-ltersmoother:p(xkjy1:T)p(xkjy1:k)p(yk+1:Tjxk);(5)wherethersttermontheright

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