Graphical State Space Model

Abstract

In this paper, a new framework, named as graphical state space model, is proposed for the real time optimal estimation of a class of nonlinear state space model. By discretizing this kind of system model as an equation which can not be solved by Extended Kalman filter, factor graph optimization can outperform Extended Kalman filter in some cases. A simple nonlinear example is given to demonstrate the efficiency of this framework.