文件名称:fwdback
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The forward–backward algorithm for smoothing: computing posterior probabilities
of a sequence of states given a sequence of observations. The FORWARD and
BACKWARD operators are defined by Equations (15.5) and (15.9), respectively.
of a sequence of states given a sequence of observations. The FORWARD and
BACKWARD operators are defined by Equations (15.5) and (15.9), respectively.
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fwdback.m