Kalman smoothing as forward-backward

(40 minutes to learn)


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.


This concept has the prerequisites:

Core resources (read/watch one of the following)


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


See also

-No Additional Notes-