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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

Distributions of the estimated coefficient ratios by Monte Carlo simulations using ML estimation (red histograms) and PE estimation (blue histograms) for noise values (A, B) $σ_{w}^{2} = 1 \times 10^{- 4}$ and $σ_{v}^{2} = 3 \times 10^{- 4}$ and (C, D) $σ_{w}^{2} = 5 \times 10^{- 4}$ and $σ_{v}^{2} = 15 \times 10^{- 4}$ . The dashed vertical lines indicate the value of the ratios used to generate artificial error data.