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% A 2D homogeneous convection-diffusion case (u=exp(-ex*deta*x-ex*deta*y) with a square with
% all Dirichlet boundary, note that reaction coefficient is not zero
% by indirect BKM
A 2D homogeneous Helmholtz case (u=sin(x)cos(y) with a square) with
% two Dirichlet edges (x=1,y=1) and two Neumann edges (x=0,y=0)
% by indirect symmetric BKM
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.