Consider a variation of the Kalman filter where the prior based on the previous time step is a mixture of K Gaussians K P r ( w t | x 1 ...t − 1 ) = , Norm w t [ µ + k , Σ + k ] . k =1 What will...

1. 
   

   
   Consider a variation of the Kalman filter where the prior based on the previous time step is a mixture of
   
   K
   
   
   
   Gaussians
   

   
   

K

P


r

(

w



_t



|


x


<sub>1



...t




−



1</sub>

) =

^,



Norm


<sub>w




t</sub>






[


µ



<sub>+



k</sub>



,




Σ


<sub>+



k</sub>






]

.

k

=1

What will happen in the subsequent measurement incorporation step? What will happen in the next time update step?