From: A continuous-time adaptive particle filter for estimations under measurement time uncertainties with an application to a plasma-leucine mixed effects model
true value of α
1
true value of β
3
σ
0.05
μ q 0
log(1)
σ q 0
0.1
σ y
0.005
distribution of T j
N( t ̂ j ,0. 3 2 ) truncated at t ̂ j ±1 and at t0