Discussion
What does smoothing compute?
Answer: C
Smoothing uses observations from after the time of interest as well as before, so its estimate of a past state is better than the filtered estimate was at the time. It is used in offline analysis where the whole sequence is available. Filtering, averaging and the most likely sequence are different tasks. Distinguishing what can be computed online from what requires the whole record is a practical distinction that determines which algorithm an application may use.
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