Fixed-lag smoothing

[Rulison]

The current Particle Filter does not support fixed-lag smoothing.

[yberol]

need to compare Jared's implementation against

• https://www.jstor.org/stable/pdf/1390750.pdf
• http://perso.telecom-paristech.fr/~cappe/Publications/Self-archive/06particle-cmg.pdf (Alg 5)

a good test case would be to run the fixed-lag particle smoother against a simple linear Gaussian model with the fixed-lag Kalman smoother.