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			function [xsmooth, Vsmooth, VVsmooth, loglik] = kalman_smoother(y, A, C, Q, R, init_x, init_V, varargin)
% Kalman/RTS smoother.
% [xsmooth, Vsmooth, VVsmooth, loglik] = kalman_smoother(y, A, C, Q, R, init_x, init_V, ...)
%
% The inputs are the same as for kalman_filter.
% The outputs are almost the same, except we condition on y(:, 1:T) (and u(:, 1:T) if specified),
% instead of on y(:, 1:t).

[os T] = size(y);
ss = length(A);

% set default params
model = ones(1,T);
u = [];
B = [];

args = varargin;
nargs = length(args);
for i=1:2:nargs
  switch args{
i
}
   case 'model', model = args{
i+1
};
   case 'u', u = args{
i+1
};
   case 'B', B = args{
i+1
};
   otherwise, error(['unrecognized argument ' args{
i
}])
  end
end

xsmooth = zeros(ss, T);
Vsmooth = zeros(ss, ss, T);
VVsmooth = zeros(ss, ss, T);

% Forward pass
[xfilt, Vfilt, VVfilt, loglik] = kalman_filter(y, A, C, Q, R, init_x, init_V, ...
					       'model', model, 'u', u, 'B', B);

% Backward pass
xsmooth(:,T) = xfilt(:,T);
Vsmooth(:,:,T) = Vfilt(:,:,T);
%VVsmooth(:,:,T) = VVfilt(:,:,T);

for t=T-1:-1:1
  m = model(t+1);
  if isempty(B)
    [xsmooth(:,t), Vsmooth(:,:,t), VVsmooth(:,:,t+1)] = ...
	smooth_update(xsmooth(:,t+1), Vsmooth(:,:,t+1), xfilt(:,t), Vfilt(:,:,t), ...
		      Vfilt(:,:,t+1), VVfilt(:,:,t+1), A(:,:,m), Q(:,:,m), [], []);
  else
    [xsmooth(:,t), Vsmooth(:,:,t), VVsmooth(:,:,t+1)] = ...
	smooth_update(xsmooth(:,t+1), Vsmooth(:,:,t+1), xfilt(:,t), Vfilt(:,:,t), ...
		      Vfilt(:,:,t+1), VVfilt(:,:,t+1), A(:,:,m), Q(:,:,m), B(:,:,m), u(:,t+1));
  end
end

VVsmooth(:,:,1) = zeros(ss,ss);

			
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code file process_options.mprocess_options.m4.42 kB04-25-05 19:30
code file rand_psd.mrand_psd.m334.00 B04-25-05 19:30
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code file rectintC.mrectintC.m592.00 B04-25-05 19:30
code file rectintLoopC.crectintLoopC.c1.57 kB06-05-05 11:46
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源码文件 rectintLoopC.mexglxrectintLoopC.mexglx19.56 kB04-25-05 19:30
code file rectintSparse.mrectintSparse.m1.62 kB04-25-05 19:30
code file rectintSparseC.mrectintSparseC.m772.00 B04-25-05 19:30
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code file repmatC.crepmatC.c3.87 kB04-25-05 19:30
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code file rgb2grayKPM.mrgb2grayKPM.m252.00 B04-25-05 19:30
code file rnd_partition.mrnd_partition.m411.00 B04-25-05 19:30
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code file set_xtick_label_demo.mset_xtick_label_demo.m835.00 B04-25-05 19:30
code file softeye.msofteye.m259.00 B04-25-05 19:30
code file sort_evec.msort_evec.m514.00 B04-25-05 19:30
code file splitLongSeqIntoManyShort.msplitLongSeqIntoManyShort.m483.00 B04-25-05 19:30
code file sprintf_intvec.msprintf_intvec.m251.00 B04-25-05 19:30
code file sqdist.msqdist.m742.00 B04-25-05 19:30
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源码文件 008.00 B
源码文件 #histCmpChi2.m##histCmpChi2.m#267.00 B05-03-05 13:08
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code file cond_indep_fisher_z.mcond_indep_fisher_z.m3.70 kB04-25-05 19:29
code file convertBinaryLabels.mconvertBinaryLabels.m101.00 B04-25-05 19:29
源码文件 008.00 B
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code file cwr_demo.mcwr_demo.m3.43 kB04-25-05 19:29
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源码文件 histCmpChi2.m~histCmpChi2.m~353.00 B05-03-05 13:09
code file KLgauss.mKLgauss.m342.00 B04-25-05 19:29
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code file multirnd.mmultirnd.m1.13 kB05-22-05 16:32
code file normal_coef.mnormal_coef.m205.00 B04-25-05 19:29
code file partial_corr_coef.mpartial_corr_coef.m844.00 B04-25-05 19:29
code file parzen.mparzen.m2.42 kB04-25-05 19:29
code file parzenC.cparzenC.c2.72 kB04-25-05 19:29
源码文件 parzenC.dllparzenC.dll48.00 kB04-25-05 19:29
源码文件 parzenC.mexglxparzenC.mexglx19.74 kB04-25-05 19:29
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code file parzen_fit_select_unif.mparzen_fit_select_unif.m1.63 kB04-25-05 19:29
code file pca.mpca.m1.05 kB04-25-05 19:29
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源码文件 standardize.m~standardize.m~446.00 B04-25-05 19:29
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code file student_t_prob.mstudent_t_prob.m643.00 B04-25-05 19:29
code file test_dir.mtest_dir.m368.00 B05-22-05 16:32
code file unidrndKPM.munidrndKPM.m122.00 B05-31-05 11:19
源码文件 unidrndKPM.m~unidrndKPM.m~85.00 B05-31-05 11:15
code file unif_discrete_sample.munif_discrete_sample.m258.00 B04-25-05 19:29
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源码文件 008.00 B
code file approxeq.mapproxeq.m489.00 B04-25-05 19:30
code file approx_unique.mapprox_unique.m852.00 B04-25-05 19:30
code file argmax.margmax.m347.00 B04-25-05 19:30
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code file asdemo.masdemo.m1.31 kB03-26-05 18:51
code file asort.masort.m8.05 kB05-13-05 13:52
源码文件 asort.m~asort.m~8.29 kB05-02-05 13:40
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code file assignEdgeNums.massignEdgeNums.m670.00 B04-25-05 19:30
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code file axis_pct.maxis_pct.m1.55 kB04-25-05 19:30
code file bipartiteMatchingDemo.mbipartiteMatchingDemo.m2.50 kB05-09-05 09:47
源码文件 bipartiteMatchingDemo.m~bipartiteMatchingDemo.m~1.13 kB05-08-05 19:52
code file bipartiteMatchingDemoPlot.mbipartiteMatchingDemoPlot.m507.00 B05-08-05 21:45
源码文件 bipartiteMatchingDemoPlot.m~bipartiteMatchingDemoPlot.m~453.00 B05-08-05 19:28
code file bipartiteMatchingHungarian.mbipartiteMatchingHungarian.m2.62 kB04-25-05 19:30
code file bipartiteMatchingIntProg.mbipartiteMatchingIntProg.m1.67 kB05-08-05 22:25
源码文件 bipartiteMatchingIntProg.m~bipartiteMatchingIntProg.m~861.00 B05-08-05 19:51
code file block.mblock.m433.00 B04-25-05 19:30
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code file choose.mchoose.m162.00 B04-25-05 19:30
code file collapse_mog.mcollapse_mog.m871.00 B04-25-05 19:30
code file colmult.ccolmult.c1.23 kB04-25-05 19:30
源码文件 colmult.mexglxcolmult.mexglx19.51 kB04-25-05 19:30
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code file compute_counts.mcompute_counts.m683.00 B04-25-05 19:30
code file conf2mahal.mconf2mahal.m2.43 kB04-25-05 19:30
code file cross_entropy.mcross_entropy.m539.00 B04-25-05 19:30
源码文件 008.00 B
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源码文件 Entries.ExtraEntries.Extra3.92 kB06-08-05 16:44
源码文件 Entries.Extra.OldEntries.Extra.Old3.92 kB06-07-05 10:58
源码文件 Entries.OldEntries.Old7.77 kB06-07-05 10:58
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源码文件 RootRoot51.00 B04-27-05 14:12
源码文件 <Template><Template>0.00 B06-05-05 11:49
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源码文件 dirKPM.m~dirKPM.m~1,011.00 B05-02-05 13:45
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code file draw_circle.mdraw_circle.m693.00 B04-25-05 19:30
code file draw_ellipse.mdraw_ellipse.m682.00 B04-25-05 19:30
code file draw_ellipse_axes.mdraw_ellipse_axes.m551.00 B04-25-05 19:30
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code file entropy.mentropy.m408.00 B04-25-05 19:30
code file exportfig.mexportfig.m30.91 kB04-25-05 19:30
code file extend_domain_table.mextend_domain_table.m841.00 B04-25-05 19:30
code file factorial.mfactorial.m134.00 B04-25-05 19:30
code file filepartsLast.mfilepartsLast.m403.00 B05-30-05 15:08
源码文件 filepartsLast.m~filepartsLast.m~403.00 B04-25-05 19:30
code file find_equiv_posns.mfind_equiv_posns.m628.00 B04-25-05 19:30
code file genpathKPM.mgenpathKPM.m1.38 kB05-25-05 12:11
源码文件 genpathKPM.m~genpathKPM.m~1.33 kB04-27-05 11:55
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code file hash_del.mhash_del.m637.00 B04-25-05 19:30
code file hash_lookup.mhash_lookup.m899.00 B04-25-05 19:30
code file hsvKPM.mhsvKPM.m221.00 B05-02-05 13:19
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code file image_rgb.mimage_rgb.m844.00 B04-25-05 19:30
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code file ind2subv.cind2subv.c3.62 kB04-25-05 19:30
code file ind2subv.mind2subv.m1.23 kB04-25-05 19:30
code file initFigures.minitFigures.m887.00 B05-31-05 21:49
源码文件 initFigures.m~initFigures.m~849.00 B05-02-05 10:28
code file installC_KPMtools.minstallC_KPMtools.m147.00 B04-25-05 19:30
code file isemptycell.misemptycell.m435.00 B04-25-05 19:30
code file isposdef.misposdef.m289.00 B04-25-05 19:30
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code file isvector.misvector.m288.00 B04-25-05 19:30
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code file logb.mlogb.m116.00 B04-25-05 19:30
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code file logsum.mlogsum.m604.00 B04-25-05 19:30
code file logsumexp.mlogsumexp.m595.00 B04-25-05 19:30
code file logsumexpv.mlogsumexpv.m495.00 B04-25-05 19:30
code file logsum_simple.mlogsum_simple.m517.00 B04-25-05 19:30
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code file marg_table.mmarg_table.m769.00 B04-25-05 19:30
code file matprint.mmatprint.m1.03 kB04-25-05 19:30
code file max_mult.cmax_mult.c1.29 kB04-25-05 19:30
code file max_mult.mmax_mult.m664.00 B04-25-05 19:30
code file mexutil.cmexutil.c1.13 kB04-25-05 19:30
code file mexutil.hmexutil.h317.00 B04-25-05 19:30
code file mkdirKPM.mmkdirKPM.m891.00 B05-09-05 15:20
code file mk_multi_index.mmk_multi_index.m556.00 B04-25-05 19:30
code file mk_stochastic.mmk_stochastic.m826.00 B04-25-05 19:30
code file montageKPM.mmontageKPM.m2.95 kB06-01-05 12:39
code file montageKPM2.mmontageKPM2.m1.64 kB06-07-05 17:39
code file montageKPM3.mmontageKPM3.m517.00 B06-08-05 14:03
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code file myintersect.mmyintersect.m507.00 B04-25-05 19:30
code file myismember.mmyismember.m363.00 B04-25-05 19:30
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code file myplot.mmyplot.m243.00 B04-25-05 19:30
code file myrand.mmyrand.m291.00 B04-25-05 19:30
code file myrepmat.mmyrepmat.m229.00 B04-25-05 19:30
code file myreshape.mmyreshape.m273.00 B04-25-05 19:30
code file mysetdiff.mmysetdiff.m479.00 B04-25-05 19:30
code file mysize.mmysize.m556.00 B04-25-05 19:30
code file mysubset.mmysubset.m295.00 B04-25-05 19:30
code file mysymsetdiff.mmysymsetdiff.m556.00 B04-25-05 19:30
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code file nchoose2.mnchoose2.m946.00 B04-25-05 19:30
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code file normalise.mnormalise.m861.00 B04-25-05 19:30
code file normaliseC.cnormaliseC.c656.00 B04-25-05 19:30
源码文件 normaliseC.dllnormaliseC.dll6.00 kB04-25-05 19:30
code file normalize.mnormalize.m861.00 B04-25-05 19:30
code file nrows.mnrows.m124.00 B04-25-05 19:30
code file num2strcell.mnum2strcell.m335.00 B04-25-05 19:30
code file optimalMatching.moptimalMatching.m2.62 kB05-09-05 15:20
源码文件 optimalMatchingIntProg.m~optimalMatchingIntProg.m~642.00 B05-08-05 19:45
code file optimalMatchingTest.moptimalMatchingTest.m401.00 B05-09-05 15:20
源码文件 optimalMatchingTest.m~optimalMatchingTest.m~401.00 B04-25-05 19:30
code file partitionData.mpartitionData.m636.00 B04-25-05 19:30
code file partition_matrix_vec.mpartition_matrix_vec.m741.00 B04-25-05 19:30
code file pca_kpm.mpca_kpm.m732.00 B04-25-05 19:30
code file pca_netlab.mpca_netlab.m1.05 kB04-25-05 19:30
code file pick.mpick.m229.00 B04-25-05 19:30
code file plotBox.mplotBox.m550.00 B05-29-05 23:01
源码文件 plotBox.m~plotBox.m~510.00 B05-14-05 19:29
code file plotColors.mplotColors.m280.00 B05-25-05 18:31
源码文件 plotColors.m~plotColors.m~280.00 B04-25-05 19:30
code file plotcov2.mplotcov2.m3.03 kB04-25-05 19:30
code file plotcov3.mplotcov3.m4.05 kB04-25-05 19:30
code file plotgauss1d.mplotgauss1d.m284.00 B04-25-05 19:30
code file plotgauss2d.mplotgauss2d.m4.15 kB04-25-05 19:30
code file plotgauss2d_old.mplotgauss2d_old.m941.00 B04-25-05 19:30
code file plotROC.mplotROC.m818.00 B04-25-05 19:30
code file plotROCkpm.mplotROCkpm.m2.09 kB04-25-05 19:30
code file plot_axis_thru_origin.mplot_axis_thru_origin.m103.00 B04-25-05 19:30
code file plot_ellipse.mplot_ellipse.m526.00 B04-25-05 19:30
code file plot_matrix.mplot_matrix.m1.21 kB04-25-05 19:30
code file plot_polygon.mplot_polygon.m619.00 B04-25-05 19:30
code file polygon_area.mpolygon_area.m669.00 B04-25-05 19:30
code file polygon_centroid.mpolygon_centroid.m2.09 kB04-25-05 19:30
code file polygon_intersect.mpolygon_intersect.m1.82 kB04-25-05 19:30
code file previewfig.mpreviewfig.m1.48 kB04-25-05 19:30
code file process_options.mprocess_options.m4.42 kB04-25-05 19:30
code file rand_psd.mrand_psd.m334.00 B04-25-05 19:30
code file README.txtREADME.txt150.00 B04-25-05 19:30
code file rectintC.mrectintC.m592.00 B04-25-05 19:30
code file rectintLoopC.crectintLoopC.c1.57 kB06-05-05 11:46
源码文件 rectintLoopC.dllrectintLoopC.dll20.00 kB06-05-05 11:46
源码文件 rectintLoopC.mexglxrectintLoopC.mexglx19.56 kB04-25-05 19:30
code file rectintSparse.mrectintSparse.m1.62 kB04-25-05 19:30
code file rectintSparseC.mrectintSparseC.m772.00 B04-25-05 19:30
code file rectintSparseLoopC.crectintSparseLoopC.c3.85 kB04-25-05 19:30
源码文件 rectintSparseLoopC.dllrectintSparseLoopC.dll8.00 kB04-25-05 19:30
code file repmatC.crepmatC.c3.87 kB04-25-05 19:30
源码文件 repmatC.dllrepmatC.dll7.50 kB04-25-05 19:30
源码文件 repmatC.mexglxrepmatC.mexglx20.20 kB04-25-05 19:30
code file rgb2grayKPM.mrgb2grayKPM.m252.00 B04-25-05 19:30
code file rnd_partition.mrnd_partition.m411.00 B04-25-05 19:30
code file rotate_xlabel.mrotate_xlabel.m884.00 B04-25-05 19:30
code file safeStr.msafeStr.m135.00 B04-25-05 19:30
code file sampleUniformInts.msampleUniformInts.m151.00 B04-25-05 19:30
code file sample_discrete.msample_discrete.m1,002.00 B04-25-05 19:30
code file setdiag.msetdiag.m363.00 B04-25-05 19:30
code file set_xtick_label.mset_xtick_label.m1.59 kB04-25-05 19:30
code file set_xtick_label_demo.mset_xtick_label_demo.m835.00 B04-25-05 19:30
code file softeye.msofteye.m259.00 B04-25-05 19:30
code file sort_evec.msort_evec.m514.00 B04-25-05 19:30
code file splitLongSeqIntoManyShort.msplitLongSeqIntoManyShort.m483.00 B04-25-05 19:30
code file sprintf_intvec.msprintf_intvec.m251.00 B04-25-05 19:30
code file sqdist.msqdist.m742.00 B04-25-05 19:30
code file strmatch_multi.mstrmatch_multi.m1.00 kB04-25-05 19:30
code file strmatch_substr.mstrmatch_substr.m868.00 B04-25-05 19:30
code file strsplit.mstrsplit.m1.53 kB05-03-05 12:01
code file subplot2.msubplot2.m381.00 B04-25-05 19:30
code file subplot3.msubplot3.m496.00 B04-25-05 19:30
code file subsets.msubsets.m1.49 kB04-25-05 19:30
code file subsets1.msubsets1.m913.00 B05-09-05 15:20
源码文件 subsets1.m~subsets1.m~913.00 B04-25-05 19:30
code file subsetsFixedSize.msubsetsFixedSize.m918.00 B05-08-05 19:55
code file subv2ind.csubv2ind.c1.75 kB04-25-05 19:30
code file subv2ind.msubv2ind.m1.60 kB04-25-05 19:30
code file sumv.msumv.m306.00 B04-25-05 19:30
code file suptitle.msuptitle.m2.43 kB04-25-05 19:30
code file unaryEncoding.munaryEncoding.m384.00 B04-25-05 19:30
code file wrap.mwrap.m172.00 B04-25-05 19:30
code file xticklabel_rotate90.mxticklabel_rotate90.m2.12 kB04-25-05 19:30
code file zipload.mzipload.m1.62 kB04-25-05 19:30
code file zipsave.mzipsave.m1.49 kB04-25-05 19:30
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