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This repository was archived by the owner on Jul 14, 2024. It is now read-only.
This repository was archived by the owner on Jul 14, 2024. It is now read-only.

Implement the Unscented Rauch–Tung–Striebel smoother #28

@gerdm

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@gerdm

Section 9.3 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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