Parameter Estimation and Model Selection in Computational Biology
Figure 5
interval estimates in the case of valid and invalid parameter sets.
The red set of interval estimates corresponds to a parameter set computed with the HEKF only (invalid). The green set corresponds to a parameter set that was obtained with the combination of HEKF and moment matching optimization (valid). The real variances (blue triangles) only lie inside the intervals corresponding to a valid estimation. The top panel is relative to the measurement signal, the bottom panel to the
measurement signal.