A toolbox for second-order batch and recursive smoothing methods.
Create a conda environment
conda create -n NAME python=3.9
Then head to the cloned repository and execute
pip install -e .
An example of smoothing using a recursive Newton's method
python examples/recursive/recursive_tr_newton.py
@inproceedings{yaghoobi2023recursive,
title={A Recursive Newton Method for Smoothing in Nonlinear State Space Models},
author={Yaghoobi, Fatemeh and Abdulsamad, Hany and Särkkä, Simo},
booktitle={2023 31st European Signal Processing Conference (EUSIPCO)},
year={2023},
}