Kalman smoothing as forward-backward

(40 minutes to learn)

Summary

Kalman smoothing can be seen as a special case of the forward-backward algorithm for inference in HMMs. This leads to a simpler derivation than the classical one.

Context

This concept has the prerequisites:

Core resources (read/watch one of the following)

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Supplemental resources (the following are optional, but you may find them useful)

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See also

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