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Main Authors: Wang, Lei, Tan, Xin, Wang, Mingwei, Zhang, Ying
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2512.16723
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author Wang, Lei
Tan, Xin
Wang, Mingwei
Zhang, Ying
author_facet Wang, Lei
Tan, Xin
Wang, Mingwei
Zhang, Ying
contents Recent selective state space models (SSMs), such as Mamba and Mamba-2, have demonstrated strong performance in sequence modeling owing to input-dependent selection mechanisms. However, these mechanisms lack theoretical grounding and cannot support context-aware selection from latent state dynamics. To address these limitations, we propose KOSS, a Kalman-optimal Selective State Space model that formulates selection as latent state uncertainty minimization. Derived from estimation theory, KOSS adopts a continuous-time latent update driven by a Kalman gain that dynamically modulates information propagation based on content and context, enabling a closed-loop, context-aware selectivity mechanism. To ensure stable computation and near-linear scalability, KOSS employs global spectral differentiation for frequency-domain derivative estimation, along with a segment-wise scan for hardware-efficient processing. On a selective copying task with distractors, KOSS achieves over 79\% accuracy while baselines drop below 20\%, demonstrating robust context-aware selection. Furthermore, across nine long-term forecasting benchmarks, KOSS reduces MSE by 2.92--36.23\% and consistently outperforms state-of-the-art models in both accuracy and stability. To assess real-world applicability, a case study on secondary surveillance radar (SSR) tracking confirms KOSS's robustness under irregular intervals and noisy conditions and demonstrates its effectiveness in real-world applications. Finally, supplementary experiments verify Kalman gain convergence and the frequency response of spectral differentiation, providing theoretical support for the proposed closed-loop design.
format Preprint
id arxiv_https___arxiv_org_abs_2512_16723
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle KOSS: Kalman-Optimal Selective State Spaces for Long-Term Sequence Modeling
Wang, Lei
Tan, Xin
Wang, Mingwei
Zhang, Ying
Machine Learning
Recent selective state space models (SSMs), such as Mamba and Mamba-2, have demonstrated strong performance in sequence modeling owing to input-dependent selection mechanisms. However, these mechanisms lack theoretical grounding and cannot support context-aware selection from latent state dynamics. To address these limitations, we propose KOSS, a Kalman-optimal Selective State Space model that formulates selection as latent state uncertainty minimization. Derived from estimation theory, KOSS adopts a continuous-time latent update driven by a Kalman gain that dynamically modulates information propagation based on content and context, enabling a closed-loop, context-aware selectivity mechanism. To ensure stable computation and near-linear scalability, KOSS employs global spectral differentiation for frequency-domain derivative estimation, along with a segment-wise scan for hardware-efficient processing. On a selective copying task with distractors, KOSS achieves over 79\% accuracy while baselines drop below 20\%, demonstrating robust context-aware selection. Furthermore, across nine long-term forecasting benchmarks, KOSS reduces MSE by 2.92--36.23\% and consistently outperforms state-of-the-art models in both accuracy and stability. To assess real-world applicability, a case study on secondary surveillance radar (SSR) tracking confirms KOSS's robustness under irregular intervals and noisy conditions and demonstrates its effectiveness in real-world applications. Finally, supplementary experiments verify Kalman gain convergence and the frequency response of spectral differentiation, providing theoretical support for the proposed closed-loop design.
title KOSS: Kalman-Optimal Selective State Spaces for Long-Term Sequence Modeling
topic Machine Learning
url https://arxiv.org/abs/2512.16723