2 Filters Smoother

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.)