Factor Graphs for Navigation Applications: A Tutorial

This tutorial presents the factor graph, a recently introduced estimation framework that is a generalization of the Kalman filter. An approach for constructing a factor graph, with its associated optimization problem and efficient sparse linear algebra formulation, is described. A comparison with Ka...

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Bibliographic Details
Main Authors: Clark Taylor, Jason Gross
Format: Article
Language:English
Published: Institute of Navigation 2024-07-01
Series:Navigation
Online Access:https://navi.ion.org/content/71/3/navi.653
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Summary:This tutorial presents the factor graph, a recently introduced estimation framework that is a generalization of the Kalman filter. An approach for constructing a factor graph, with its associated optimization problem and efficient sparse linear algebra formulation, is described. A comparison with Kalman filters is presented, together with examples of the generality of factor graphs. A brief survey of previous applications of factor graphs to navigation problems is also presented. Source code for the extended Kalman filter comparison and for generating the graphs in this paper is available at https://github.com/cntaylor/factorGraph2DsatelliteExample.
ISSN:2161-4296