KSmooth:

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   Mechanizes a Kalman Filter fixed interval smoother. You input a full
   set of measurements and it outputs the smoothed results.
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     ------
     Inputs
     ------
     r         (m,m)    Measurement Covariance
     phi       (n,n)    State transition matrix
     q         (n,n)    Process noise covariance
     h         (m,n)    Measurement matrix
     z         (m,:)    Measurement vector
     p         (n,n)    Initial covariance

     -------
	  Outputs
     -------

     xS        (n,:)    Filtered state
     pDiag     (n,:)    Covariance diagonal

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	 Copyright (c) 1993 Princeton Satellite Systems, Inc. 
    All rights reserved.
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Children:

Common: Graphics/Plot2D