采用贝叶斯正则化算法提高BP网络的推广能力。在本例中，将采用两种训练方法，即L-M优化算法（trainlm)和贝叶斯正则化算法（trainbr),用以训练BP网络，使其能够拟合某一附加有白噪声的正弦样本数据。-The use of Bayesian regularization algorithm for BP network to improve generalization ability. In this case, two types of training methods will b

在demo中，用EKF和有噪声的EKF训练非线性、非平稳数据。-In this demo, I use the EKF and EKF with noise adaptation to train a neural network with data generated a nonlinear, non-stationary state space model. Adaptation is done by matching the innovations ensemble covariance