Unscented Rauch-Tung-Striebel Smoother

@article{Srkk2008UnscentedRS,
  title={Unscented Rauch-Tung-Striebel Smoother},
  author={S. S{\"a}rkk{\"a}},
  journal={IEEE Trans. Autom. Control.},
  year={2008},
  volume={53},
  pages={845-849}
}
  • S. Särkkä
  • Published 2008
  • Mathematics, Computer Science
  • IEEE Trans. Autom. Control.
This note considers the application of the unscented transform to optimal smoothing of nonlinear state-space models. In this note, a new Rauch-Tung-Striebel type form of the fixed-interval unscented Kalman smoother is derived. The new smoother differs from the previously proposed two-filter-formulation-based unscented Kalman smoother in the sense that it is not based on running two independent filters forward and backward in time. Instead, a separate backward smoothing pass is used, which… Expand
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