IEKF
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Degeneration of Sliding-Window Factor Graph Optimization into Iterated Extended Kalman Filtering
arXiv:2511.00306v2 Announce Type: replace Abstract: Sliding window factor graph optimization (SW-FGO) is widely recognized for its robustness, yet its theoretical relationship with the extended Kalman filter (EKF) remains a subject of debate. This paper establishes the sufficient conditions to bridge SW-FGO with the iterated extended Kalman filter (IEKF). We introduce recursive FGO (Re-FGO), a conceptual perspective that employs a two-stage marginalization pipeline to mathematically...