621670.fig.005a
(a)
621670.fig.005b
(b)
621670.fig.005c
(c)
621670.fig.005d
(d)
Figure 5: Conditional estimates after convergence of the DEM scheme. This is exactly the same as the previous figure but shows the conditional estimates following Dynamic Expectation Maximisation of the data in Figure 2. The key difference is manifested in terms of smaller confidence tubes and intervals on the states and parameters, respectively, which are overconfident in relation to GF (cf. Figure 4).