Abstract
The nonlinear Rauch-Tung-Striebel smoother is derived by a gaussian assumption. Using the general properties of conditional expectations and variances, and the theorem on normal correlation, recursive formulas for the conditional mean and covariance matrix are obtained. Furthermore, in the nongaussian case, coupled smoother equations are derived.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
