The Factor Graph Approach to Model-Based Signal Processing
Loeliger, H.-A.; Dauwels, J.; Junli Hu; Korl, S.; Li Ping; Kschischang, F.R.
Proceedings of the IEEE
Volume 95, Issue 6, June 2007 Page(s):1295 - 1322
Digital Object Identifier   10.1109/JPROC.2007.896497
Summary:The message-passing approach to model-based signal processing is developed with a focus on Gaussian message passing in linear state-space models, which includes recursive least squares, linear minimum-mean-squared-error estimation, and Kalman filtering algorithms. Tabulated message computation rules for the building blocks of linear models allow us to compose a variety of such algorithms without additional derivations or computations. Beyond the Gaussian case, it is emphasized that the message-passing approach encourages us to mix and match different algorithmic techniques, which is exemplified by two different approaches - steepest descent and expectation maximization - to message passing through a multiplier node.

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