Parameter and State Estimator for State Space Models

Table 2

The parameter estimates and errors (𝜎²=1.00²).

𝑡	𝜃1	𝜃2	𝜃3	𝜃4	𝛿(%)
100	−0.32642	0.84623	−0.03136	1.05653	38.07875
200	−0.60245	1.38498	−0.53220	1.01317	11.33189
500	−0.72060	1.42162	−0.52967	0.98306	10.53486
1000	−0.70654	1.38791	−0.42136	1.00912	4.40155
2000	−0.71358	1.37357	−0.35605	0.98820	1.63287
3000	−0.70120	1.35114	−0.34033	0.99742	0.54719
True values	−0.70000	1.35000	−0.35000	1.00000