50.2.40 Kalman filter performance metric

Source: Schneider 2013

$$ \text{MSE} = \frac{1}{MKN_{n_x}} \sum_{m=1}^M \sum_{j=1}^K \sum_{k=0}^{N-1} \left( \mathbf{\hat{x}}^j(t_k^+) - \mathbf{x}^j(t_k) \right)^\text{T} \left( \mathbf{\hat{x}}^j(t_k^+) - \mathbf{x}^j(t_k) \right) $$