From: A weighted likelihood criteria for learning importance densities in particle filtering
Exp. no. | (Q,R) | R/Q | RMSE for xn,1 | |||||
---|---|---|---|---|---|---|---|---|
 |  |  | O 2 | SIR | TS | |||
 |  |  | Mean | SD | Mean | SD | Mean | SD |
1 | (0.05,0.1) | 2.0 | 0.0975 | 0.0092 | 0.0731 | 0.0247 | 0.0430 | 0.0046 |
2 | (0.1,0.1) | 1.0 | 0.0975 | 0.0092 | 0.1316 | 0.0562 | 0.0600 | 0.0054 |
3 | (0.2,0.1) | 0.5 | 0.0975 | 0.0092 | 0.2421 | 0.1286 | 0.1057 | 0.0354 |
4 | (0.5,0.1) | 0.2 | 0.0975 | 0.0092 | 0.5258 | 0.3407 | 0.2066 | 0.0958 |
5 | (1.0,0.1) | 0.1 | 0.0995 | 0.0118 | 1.0438 | 0.6207 | 0.2796 | 0.1236 |
6 | (0.1,1.0) | 10.0 | 1.0819 | 0.1884 | 0.1991 | 0.0474 | 0.1832 | 0.0432 |
7 | (0.2,1.0) | 5.0 | 1.0171 | 0.1087 | 0.3268 | 0.0854 | 0.2598 | 0.0376 |
8 | (0.5,1.0) | 2.0 | 1.0537 | 0.1222 | 1.2481 | 0.5182 | 0.5583 | 0.1881 |
9 | (1.0,1.0) | 1.0 | 1.0000 | 0.2104 | 1.3098 | 0.4975 | 0.5926 | 0.1279 |