Figure 4: Conditional estimates after convergence of the GF scheme. This figure uses the same format as the previous figure but includes the true values of states used to generate the response (broken grey lines). Furthermore, time-dependent estimates of the parameters and precisions have been replaced with the conditional moments of the Bayesian average of the parameters over time. The black bars are the true values used to generate the data and the white bars are the conditional means. 90% confidence intervals are shown in red.