Rauch-Tung-Striebel smoother

Also called RTS smoother, Kalman smoother.

Backward recursion that refines Kalman filter estimates using all observations.

About this page

The build computes these levels from the evidence in the repository. Each row says what the next level needs. Read what the levels mean.

Ladder	Level	What the next level needs
Human proof	H0 no proof	add a proof in proofs/ (06.5)
Lean	L0 no Lean part	name a Lean module in the lean field (07)
Visual	V0 none	add viz/scene.ts or a figure (10)
Writing	W0 stub	the section The problem pseudocode in The algorithm complexity claims in the front matter one source with a locator