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.
