R code for implementing the Unscented Rauch-Tung-Striebel smoother

In one of my previous blog posts I showed how to implement and apply the Unscented Kalman Filter (UKF) in R.
This blog post will demonstrate how to implement the Rauch-Tung-Striebel  (RTS) smoother for the UKF in R.

UKF smoothed

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