文件名称:hybridSIREKF
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To estimate the input-output mapping with inputs x
% and outputs y generated by the following nonlinear,
% nonstationary state space model:
% x(t+1) = 0.5x(t) + [25x(t)]/[(1+x(t))^(2)]
% + 8cos(1.2t) + process noise
% y(t) = x(t)^(2) / 20 + 6 squareWave(0.05(t-1)) + 3
% + time varying measurement noise
% using a multi-layer perceptron (MLP) and both the EKF and
% the hybrid importance-samping resampling (SIR) algorithm.
% and outputs y generated by the following nonlinear,
% nonstationary state space model:
% x(t+1) = 0.5x(t) + [25x(t)]/[(1+x(t))^(2)]
% + 8cos(1.2t) + process noise
% y(t) = x(t)^(2) / 20 + 6 squareWave(0.05(t-1)) + 3
% + time varying measurement noise
% using a multi-layer perceptron (MLP) and both the EKF and
% the hybrid importance-samping resampling (SIR) algorithm.
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