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Variational Iterated Gaussian Smoothing

Implements iterated Gaussian smoothing based on sequential variational Bayes

Installation

Create a conda environment

conda create -n NAME python=3.9

Then head to the cloned repository and execute

pip install -e .

Examples

The variational smoother applied on a coordinated-turn model

python examples/forward_markov/bearing_fwd_var_smoother.py

Credit

This project uses code snippets from

https://github.com/EEA-sensors/sqrt-parallel-smoothers

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