Fig. 6From: A Bayesian robust Kalman smoothing framework for state-space models with uncertain noise statisticsAverage middle-point MSE of different Kalman smoothers for the target tracking example with unknown r and q. The average performance of each model-specific Kalman smoother corresponding to the noise parameters \(\theta _{1}^{\prime }\) and \(\theta _{2}^{\prime }\) is shown. The average MSE for the IBR-KS, minimax, OBKS, and the average of optimal MSEs are shown as constant planesBack to article page