# 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)

## -Paid-

→ Pattern Recognition and Machine Learning

A textbook for a graduate machine learning course, with a focus on Bayesian methods.

Location:
Section 13.3.1, pages 638-641

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

## -Paid-

→ Machine Learning: a Probabilistic Perspective

A very comprehensive graudate-level machine learning textbook.

Location:
Section 18.3.2.3, pages 645-646

## See also

-No Additional Notes-