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A comment on Kalman Filter Explained Simply. Parent comment
filter: use measurements up to time t to estimate the state at time t
smooth: use past and future measurements to estimate the state at time t
predict: use measurements up to time t to estimate the state at time t+n
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filter: use measurements up to time t to estimate the state at time t
smooth: use past and future measurements to estimate the state at time t
predict: use measurements up to time t to estimate the state at time t+n