| smoother_2filt_fwd.m |
Forward filter and INS. Use this forward filter solution as a typical example of a Kalman filter with a PSI-model propagation model implementation. |
| smoother_2filt_bckwd.m |
Backward filter and backward INS. The filter is in information form (the inverse of the initial covariance is taken to be 0) |
| combine_2filt_v000.m |
Script to combine forward and backward solutions. |
| combine_2filt_v001.m |
Script to combine forward and backward solutions (This method is suggested in Maybeck. However, I prefer the previous solution (v000) as it is easier to implement Cholesky in that script.) |
