Kalman Filtering, Factor Graphs and Electrical Networks

Abstract Factor graphs are graphical models with origins in coding theory. It is well known that Kalman filtering is an instance of the generic sum(mary)-product algorithm on the corresponding factor graph. In this paper, a one-to-one correspondence between such factor graphs and a class of electrical networks is presented. The electrical network “computes” correct Bayesian estimates even for factor graphs with cycles.

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