Bryson-Frazier Smoother

Example I:

Basic RTS Smoother example which processes simulated data. Instead of the the exact RTS form, this example implements a recursion very similar to BF. Compare this implementation with the Basic BF Smoother example.
smoother_RTS_frwd.m RTS smoother : Forward (Filtering part)
smoother_RTS_bkwd.m RTS smoother : Backward (Smoother part)
sys_path.m Auxilary function to generate simulated data

Example II

An RTS implementation which processes real Sensor data with GPS, Odometer and ZUPT. You may use the forward path as an example for a simple vehicular INS with GPS+Odometer+Zupt.
mtd1 and mtd2 are 2 different backward RTS recursions. You may use any one of them. See the comments in the code to learn the difference between these recursions.
rts_fwd.m Forward Path (Standard Filtering Solution). Compare this with the forward path of BF to see the difference between the recorded parameters.
rts_bckwd_mtd1.m Backward Path Method 1: The backward corrections are accumulated in a different register.
rts_bckwd_mtd2.m Backward Path Method 2: The backward corrections are applied directly to the smoothed navigation registers. This implementation is generally regarded as standard RTS solution. However, I generally prefer the solution of the previous example (the simulated RTS example)
klmn_scrpt.m A simple script just to avoid code repetations