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Table 8 Simulation results for Example 2: 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 (0.05,0.1) 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