A weighted likelihood criteria for learning importance densities in particle filtering

EURASIP Journal on Advances in Signal Processing

Table 8 Simulation results for Example 2: Mean and standard deviations of the RMSE for three different estimators of x_n,2, namely, O₂, the posterior mean based on SIR and the posterior mean based on TS

Exp. no.	(Q,R)	R/Q	RMSE for x_n,2
			O ₂		SIR		TS
			Mean	SD	Mean	SD	Mean	SD
1	(0.05,0.1)	2.0	0.0988	0.0189	0.0745	0.0284	0.0500	0.0050
2	(0.1,0.1)	1.0	0.0988	0.0189	0.1288	0.0659	0.0654	0.0088
3	(0.2,0.1)	0.5	0.0988	0.0189	0.2423	0.1643	0.1146	0.0499
4	(0.5,0.1)	0.2	0.0988	0.0189	0.6131	0.4831	0.2293	0.1181
5	(1.0,0.1)	0.1	0.1007	0.0150	1.5960	1.4733	0.2881	0.1205
6	(0.1,1.0)	10.0	0.9569	0.1735	0.3094	0.1273	0.3027	0.1210
7	(0.2,1.0)	5.0	0.9910	0.1608	0.3606	0.0862	0.3440	0.0568
8	(0.5,1.0)	2.0	1.0473	0.1379	1.4103	0.7227	0.7169	0.1229
9	(1.0,1.0)	1.0	0.9946	0.1457	1.2677	0.6478	0.6411	0.1119