Figure 6. Prior distribution as a mixture between the previous posterior p(z_t−1|y_t−1) and the natural prior distribution (Eq 5).

Depicted are two mixtures of the same components. (A) Equal mixture (solid blue line) of 50% previous posterior (dotted red line) and 50% natural prior (dotted green line). (B) Mixture (solid blue line) of 10% previous posterior (dotted red line) and 90% natural prior (dotted green line).