In a Kalman filter model, discuss how you would compute the joint posterior distribution Pr ( w 1 ...T | x 1 ...T ) over all of the unknown world states. What form will this posterior distribution...

1. 
   

   
   In a Kalman filter model, discuss how you would compute the joint posterior distribution
   

   
   

<sup>Pr



(



w</sup>


1

...T



<sup>|




x</sup>


1

...T


<sup>)


over all of the unknown world states. What form will this posterior




distribution</sup>

take? In the Kalman filter we choose to compute the max-marginals solution instead. Why is this?