| N = −1 (predictors) | N = 0 (filters) | N = 1 (one-step smoothers) | N = 2 (two-step smoothers) |
---|---|---|---|---|
trP1(N) | 0.3816 | 0.1249 | 0.1176 | 0.1152 |
\({\text{tr}}\overline{P}_{1} \left( N \right)\) | 0.2388 | 0.0752 | 0.0709 | 0.0694 |
trP2(N) | 0.5318 | 0.2692 | 0.2326 | 0.2264 |
\({\text{tr}}\overline P_{2} \left( N \right)\) | 0.3351 | 0.1672 | 0.1442 | 0.1404 |
trP3(N) | 0.4610 | 0.2022 | 0.1822 | 0.1774 |
\({\text{tr}}\overline P_{3} \left( N \right)\) | 0.2897 | 0.1245 | 0.1121 | 0.1092 |
trPc(N) | 0.3469 | 0.1187 | 0.0830 | 0.0816 |
\({\text{tr}}\overline{P}_{c} (N)\) | 0.2058 | 0.0656 | 0.0581 | 0.0473 |