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Which remedy is used when a first-order model proves inadequate?

  • A.Allow the transition probabilities to vary freely with time
  • B.Observe the hidden variable directly at regular intervals
  • C.Enlarge the state to include the needed history
  • D.Increase the number of samples drawn at each step of the filter

Answer: C

Any finite-memory dependence can be folded into a richer state, restoring the Markov property at the cost of a larger state space. That trade is the standard move whenever the assumption fails. More samples reduce variance rather than bias, time-varying transitions address non-stationarity and direct observation is usually impossible. Recognising the enlargement as a general technique rather than a trick makes many modelling problems routine.

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