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. Author manuscript; available in PMC: 2012 Aug 16.

Published in final edited form as: Neural Comput. 2012 Feb 1;24(4):939–966. doi: 10.1162/NECO_a_00262

Estimation of state-space dimensionality using ML estimation (A, B, C) and PE estimation (D, E, and F). Three levels of noises were considered: (A, D) $σ_{w}^{2} = 1 \times 10^{- 4}$ and $σ_{v}^{2} = 3 \times 10^{- 4}$ ; (B, E) $σ_{w}^{2} = 5 \times 10^{- 4}$ and $σ_{v}^{2} = 15 \times 10^{- 4}$ ; and (C, F) $σ_{w}^{2} = 10 \times 10^{- 4}$ and $σ_{v}^{2} = 30 \times 10^{- 4}$ .