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EURASIP Journal on Advances in Signal Processing

Table 1 Initial values for the EM algorithm

From: Particle rejuvenation of Rao-Blackwellized sequential Monte Carlo smoothers for conditionally linear and Gaussian models

κ

α 1

α 2

σ 1

σ 2

η 1

η 2

ρ 1

ρ 2

g 1

g 2

g 3

g 4

5.0

0.1

−0.05

0.4

0.4

0.5

0.5

0.75

0.65

0.1

0.1

0.1

0.1

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