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Table 9 Simulation results for Example 2: Mean and standard deviations of the RMSE for three different estimators of xn,3, 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,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