  ![Effects of mismatched *Q* and *R* on the errors in the reconstructed data for multiple runs of a problem with a small number of DoFs with system noise.](pone.0000000.g000){#pone.0000000.g000}  ![Effects of mismatched *Q* and *R* on the errors in the reconstructed data for multiple runs of a problem with a small number of DoFs with system noise.](pone.0000000.g000){#pone.0000000.g000}  0.0 Problem with a moderate number of DoFs without system noise {#sec000} ---------------------------------------------------------------  Next, a 