Ch. 1 Introduction. - 1. 1 State Space Models. - 1. 2 Fixed Interval Smoothing. - 1. 3 Notes and References. - Ch. 2 Complementary Models. - 2. 1 Discrete Case. - 2. 2 Continuous Case. - 2. 3 Notes and References. - Ch. 3 Discrete Smoothers. - 3. 1 Backward-Forward Smoother. - 3. 2 Forward-Backward Smoothers. - 3. 3 Two-Filter Smoother. - 3. 4 Square Root Implementations. - 3. 5 Interpolated Case. - 3. 6 Notes and References. - Ch. 4 Continuous Smoothers. - 4. 1 Backward-Forward Smoother. - 4. 2 Forward-Backward Smoothers. - 4. 3 Two-Filter Smoother. - 4. 4 Notes and References. - Ch. 5 Boundary Value Models. - 5. 1 Complementary Model. - 5. 2 Backward-Forward Smoother. - 5. 3 Notes and References. - Annotated Bibliography. - Author Index. Language: English