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In smoothing all observation samples are used (from future). Filtering is causal, whereas smoothing is batch processing of the given data. Filtering is the estimation of a (hidden) time-series process based on serial incremental observations.
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* [[Smoothing problem]] is closely related to the [[Filtering problem]].
* [[Filtering]] (disambiguation)
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* [[Smoothing (disambiguation)]]
* [[Smoothing problem]]
== See Also ==
* [[Generalized filtering]]
==References==
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