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RAO-BLACKWELLIZED PARTICLE SMOOTHERS FOR MIXED LINEAR/NONLINEAR STATE-SPACE MODELS Fredrik Lindsten? , Pete Bunch† , Simon J. Godsill† and Thomas B. Sch¨on? ? Division of Automatic Control, Link¨oping University,
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RAO-BLACKWELLIZED PARTICLE SMOOTHERS FOR MIXED LINEAR/NONLINEAR STATE-SPACE MODELS Fredrik Lindsten? , Pete Bunch† , Simon J. Godsill† and Thomas B. Sch¨on? ? Division of Automatic Control, Link¨oping University,