Table 3 Estimated parameters and data log-likelihood values for the MTU particle filter and the standard particle filter with different standard deviations σ y for the measurement noise
| Â | Â | Â | Â | Data log-likelihood | Data log-likelihood |
|---|---|---|---|---|---|
|  | σ y | α | β | Estimation run | Simulation run |
MTU | 0.005 | 1.012 | 3.010 | -4.327 | 2.398 |
standard | 0.005 | 7.031 | 20.712 | -24.084 | -744.970 |
standard | 0.01 | 9.102 | 26.919 | -23.936 | -890.746 |
standard | 0.1 | 4.709 | 13.847 | -9.081 | -140.117 |
standard | 0.25 | 1.425 | 4.171 | -6.714 | -4.618 |
standard | 0.5 | 1.156 | 3.287 | -5.538 | -2.170 |
standard | 0.75 | 1.318 | 3.604 | -5.807 | -3.160 |
standard | 1 | 1.450 | 3.733 | -6.227 | -4.100 |