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Bibliographic Details
Main Authors: Li, Yun-Peng, Loeliger, Hans-Andrea
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2501.12113
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Table of Contents:
  • Normals with unknown parameters (NUP) can be used to convert nontrivial model-based estimation problems into iterations of linear least-squares or Gaussian estimation problems. In this paper, we extend this approach by augmenting factor graphs with convex-dual variables and pertinent NUP representations. In particular, in a state space setting, we propose a new iterative forward-backward algorithm that is dual to a recently proposed backward-forward algorithm.