From: A weighted likelihood criteria for learning importance densities in particle filtering
Exp. no. | (Q,R) | R/Q | RMSE for xn,3 | |||||
---|---|---|---|---|---|---|---|---|
 |  |  | O 2 | SIR | TS | |||
 |  |  | Mean | SD | Mean | SD | Mean | SD |
1 | (0.05,0.1) | 2.0 | 0.1007 | 0.0119 | 0.1190 | 0.0406 | 0.0567 | 0.0132 |
2 | (0.1,0.1) | 1.0 | 0.1007 | 0.0119 | 0.1800 | 0.0944 | 0.0696 | 0.0103 |
3 | (0.2,0.1) | 0.5 | 0.1007 | 0.0119 | 0.2976 | 0.1850 | 0.1137 | 0.0456 |
4 | (0.5,0.1) | 0.2 | 0.1007 | 0.0119 | 0.6206 | 0.4280 | 0.2268 | 0.1089 |
5 | (1.0,0.1) | 0.1 | 0.0944 | 0.0145 | 1.0841 | 0.7334 | 0.2652 | 0.0931 |
6 | (0.1,1.0) | 10.0 | 0.9370 | 0.1374 | 0.2932 | 0.0616 | 0.2062 | 0.0188 |
7 | (0.2,1.0) | 5.0 | 0.9515 | 0.2547 | 0.5539 | 0.1642 | 0.3280 | 0.0606 |
8 | (0.5,1.0) | 2.0 | 1.0107 | 0.1934 | 1.5100 | 0.8464 | 0.6677 | 0.0613 |
9 | (1.0,1.0) | 1.0 | 0.9635 | 0.0891 | 1.3989 | 0.7751 | 0.5752 | 0.0739 |