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Our approach to goal recognition does not need a plan library. It does not suffer from the problems in the acquisition and hand-coding of large plan libraries, neither does it have the problems in searching the plan space of exponential size. We describe two algorithms for Goal Graph construction and analysis in this paradigm. These algorithms are both provably sound, polynomial-time, and polynomial-space. The number of goals recognised by our algorithms is usually very small after a sequence of observed actions has been processed. Thus the sequence of observed actions is well explained by the recognised goals with little ambiguity. We have evaluated these algorithms in the UNIX domain, in which excellent performance has been achieved in terms of accuracy, efficiency, and scalability.