Forward Backwards Kalman Filter

Simple Forward Backwards Kalman Filter, using Rauch–Tung–Striebel.

Simple Forward Backwards Kalman Filter, using Rauch–Tung–Striebel.

Running the script will produce containing, Truth, Measurements, Kalman Filter(Forward) and Kalman Smoothed(Backwards) results.

This software is distributed under a Modified BSD License as follows:
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