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Implement the Statistically linearized Rauch–Tung–Striebel smoother #27

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gerdm opened this issue Apr 9, 2022 · 0 comments

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gerdm commented Apr 9, 2022

Section 9.2 of Särkkä's book.

Särkkä, S. (2013). Bayesian Filtering and Smoothing (Institute of Mathematical Statistics Textbooks). Cambridge: Cambridge University Press. doi:10.1017/CBO9781139344203

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Questions and suggestion #51

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