Research Article
Parameter and State Estimator for State Space Models
Table 1
The parameter estimates and errors (
).
| | | | | | |
| 100 | −0.70568 | 1.35339 | −0.39169 | 1.01645 | 2.44445 | 200 | −0.71515 | 1.38650 | −0.41330 | 1.00994 | 4.06207 | 500 | −0.70678 | 1.36377 | −0.38556 | 0.99926 | 2.08997 | 1000 | −0.70624 | 1.36483 | −0.37257 | 1.00253 | 1.50180 | 2000 | −0.70481 | 1.35720 | −0.35450 | 0.99836 | 0.53395 | 3000 | −0.70098 | 1.35107 | −0.34969 | 0.99994 | 0.08005 |
| True values | −0.70000 | 1.35000 | −0.35000 | 1.00000 | |
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