| i | RMSEs for SV with sparse grid integration | RMSEs for extended Kalman filter | ||||
Filtering, ht|t | Smoothing, ht|T | Prediction, ht+1|t | Filtering, ht|t | Smoothing, ht|T | Prediction, ht+1|t | ||
hi | 1 | 2.576 | 2.436 | 2.660 | 2.711 | 2.652 | 2.754 |
| 2 | 2.583 | 2.442 | 2.687 | 2.691 | 2.644 | 2.751 |