Skip to main content

Advertisement

Table 5 Simulation results for Example 1: Mean and standard deviations of the RMSE for three different estimators of xn,2, 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) R/Q RMSE for xn,2
    O 2 SIR TS
    Mean SD Mean SD Mean SD
1 (0.1,0.1) 1.0 0.0986 0.0088 0.0646 0.0315 0.0395 0.0089
2 (0.2,0.1) 0.5 0.0947 0.0129 0.1242 0.0607 0.0516 0.0086
3 (0.4,0.1) 0.25 0.1069 0.0168 0.1781 0.0750 0.0689 0.0107
4 (0.8,0.1) 0.125 0.1009 0.0138 0.4562 0.3604 0.0819 0.0182
5 (1.0,0.1) 0.100 0.1030 0.0114 0.5090 0.3914 0.1136 0.0500
6 (0.1,1.0) 10.0 0.9943 0.0934 0.2452 0.1371 0.1920 0.0753
7 (0.4,1.0) 2.5 0.9926 0.1125 0.4424 0.1824 0.2905 0.0888