A Rauch-Tung-Striebel smoother built on exact Gaussian integration of polynomial functions is shown to outperform existing Gaussian approximation smoothers on a Van der Pol oscillator.
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Gaussian Integral based Bayesian Smoother
A Rauch-Tung-Striebel smoother built on exact Gaussian integration of polynomial functions is shown to outperform existing Gaussian approximation smoothers on a Van der Pol oscillator.