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Table 7 Simulation results for Example 2: 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) 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