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Apply RTS smoother to EKF #317

@czhaneva

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@czhaneva

Thanks for your awesome work, I have some questions about applying RTS smoother to EKF

  1. I use the acc and gyr signal to estimate the attitude/pose with EKF, if it possible to apply rst smoother to this?There is no rts_smoother in EKF.py
  2. I noticed the implementation of rts_smoother in kalman_filter.py. There are four input params, Xs(station/mean), Ps(uncertainties/variance), Fs(state transition), Qs(noise). As we known, Kalman-type filters have two steps, Predict and Update, these two steps both update the Xs and Ps, so which step's output should be used for rts_smoother?

Looking forward to your reply!

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