Table 2 Choices for the PFs for the motivating example

prior for estimation of α

log-$\mathcal{N}\left(\text{log}\right(2),1^2)$

prior for estimation of β

log-$\mathcal{N}\left(\text{log}\right(6),1^2)$

stepsize for standard particle filter

10^-2

maximal stepsize for MTU particle filter

10^-2

minimal stepsize for MTU particle filter

10^-6

diffusion parameter for artificial parameter noise at time t

5.43/(t+3.29)²