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    Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers
    13 years 11 months ago
    Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers
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    This article considers the application of the unscented transformation to approximate fixed-interval optimal smoothing of continuous-time non-linear stochastic systems. The propo...
    Simo Särkkä
    claim paper
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