Advances in Continuous and Discrete Models

Theory and Modern Applications

Table 1 Comparison of the mean square errors

From: Filtering and identification of a state space model with linear and bilinear interactions between the states

cov(R)	Linear MSE [3]	Bilinear MSE
0.01	0.39988	0.049985
0.02	0.58788	0.080165
0.04	0.97789	0.104683

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