arxivcs.LGstat.ML2026-07-09
Generative Bayesian Filtering for State Estimation
Lei Cao, Sihang Feng, Jixin Yan, Tao Sun, Naichen Shi
The state of a dynamic system evolves over time, switching among several latent modes that govern its observable behavior. Filtering methods infer the latent state from observations. Classical filtering approaches, including Kalman filters, typically rely on simple observation mo…