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Fig. 6 | EURASIP Journal on Advances in Signal Processing

Fig. 6

From: A Bayesian robust Kalman smoothing framework for state-space models with uncertain noise statistics

Fig. 6

Average 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 planes

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