The ensemble *Q* was fitted to the posterior pdf by minimising . The particular technique for minimisation is not important
regarding the results; everybody can use their favourite algorithm.
In these simulations, a variation of Newton's method was used. The
parameters and were iterated 15 times for each
measurement vector *x*(*t*). Other parameters were updated after going
through all the measurements, and this was iterated 200 times. The
number of iterations was chosen conservatively. The details of the
minimisation procedure will be given in [10].