Fixed Interval Smoothing for State Space Models

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Fixed-interval smoothing is a technique designed to extract valuable insights from imprecise data, making it applicable across various fields. The method has been utilized in engineering, physical sciences, and social sciences, addressing challenges in control systems, communications, signal processing, acoustics, geophysics, oceanography, statistics, econometrics, and structural analysis. Its versatility highlights its significance in enhancing data reliability and interpretation across diverse disciplines.