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Table 4 Simulation results for Example 1: Mean and standard deviations of the RMSE for three different estimators of xn,1, namely, O2, the posterior mean based on SIR and the posterior mean based on TS

From: A weighted likelihood criteria for learning importance densities in particle filtering

Exp. no. (Q,R) \(\frac {R_{}}{Q_{}}\) RMSE for xn,1
    O 2 SIR TS
    Mean SD Mean SD Mean SD
1 (0.1,0.1) 1.0 0.0977 0.0093 0.1260 0.0728 0.0696 0.0238
2 (0.2,0.1) 0.5 0.1048 0.0128 0.2225 0.1305 0.0665 0.0075
3 (0.4,0.1) 0.25 0.0930 0.0126 0.4081 0.2352 0.0815 0.0212
4 (0.8,0.1) 0.125 0.0985 0.0123 0.6030 0.3530 0.0872 0.0327
5 (1.0,0.1) 0.100 0.0974 0.0127 0.6848 0.5169 0.1190 0.0538
6 (0.1,1.0) 10.0 1.0290 0.1465 0.4606 0.2287 0.3164 0.1152
7 (0.4,1.0) 2.5 0.9933 0.1684 0.6965 0.3935 0.4716 0.1602