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.

demo2
.....\#sirdemo2.m#
.....\gradupdate.m
.....\hybridsir.m
.....\mlp.m
.....\mlpekf.m
.....\mlph.m
.....\mlpratios.m
.....\predictmlp.m
.....\resamplemlp.m
.....\sirdemo2.m

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