Kalman Filtering, Factor Graphs and Electrical Networks
Pascal O. Vontobel, Dani Lippuner · 2002
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.