Closed-Form Solutions to Forward-Backward Smoothing

Ba-Ngu Vo, Ba-Tuong Vo, Ronald P. S. Mahler. Closed-Form Solutions to Forward-Backward Smoothing. IEEE Transactions on Signal Processing, 60(1):2-17, 2012. [doi]

@article{VoVM12,
  title = {Closed-Form Solutions to Forward-Backward Smoothing},
  author = {Ba-Ngu Vo and Ba-Tuong Vo and Ronald P. S. Mahler},
  year = {2012},
  doi = {10.1109/TSP.2011.2168519},
  url = {http://dx.doi.org/10.1109/TSP.2011.2168519},
  researchr = {https://researchr.org/publication/VoVM12},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {60},
  number = {1},
  pages = {2-17},
}