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Tag: complexity
3 items with this tag.
Apr 13, 2026
The optimal nonlinear filter for an MJLS with unobserved mode has memory and computation that grow exponentially in time
mjls
filtering
kalman
particle-filter
complexity
Apr 13, 2026
Exact Switching-Kalman-Filter inference is intractable: the belief state is a mixture of M^t Gaussians
switching-kalman-filter
intractability
complexity
hidden-markov-models
Apr 13, 2026
Exponential Belief State Growth (M^t) in Switching State-Space Models
switching-kalman-filter
intractability
complexity
hidden-markov-models