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. Author manuscript; available in PMC: 2023 Jan 1.
Published in final edited form as: Multivariate Behav Res. 2020 Oct 7;57(1):134–152. doi: 10.1080/00273171.2020.1815513

Table 6:

Comparison of Computational Efficiency and Convergence Rates for EKF Implementations

Method
Second-Order EKF
 Square-Root Second-Order EKF
T = 70
 T = 200
 T = 500
 T = 70
 T = 200
 T = 500
Condition
 Condition
 Condition
 Condition
 Condition
 Condition
Measure A B C A B C A B C A B C A B C A B C
Mean Number of Iterations 63 57 54 40 41 41 30 26 27 57 58 61 40 36 35 27 24 26
% of Converged Datasets 94 96 93 99 100 98 99 100 99 96 95 95 100 100 100 100 100 100