3 ms·
These are all unified as different modes of message passing in probabilistic graphical models. Kalman filters are indeed structurally similar to an HMM without
by xfs 6y ago
These are all unified as different modes of message passing in probabilistic graphical models. Kalman filters are indeed structurally similar to an HMM without the backward message passing step if viewed as a PGM.
- jvanderbot 6y agoAgreed. And, Bar Shalom's forward/backward alg for maneuvering, nonlinear models from Maneuvering Target Tracking is essentially one full execution PGO.