The series generated by the nonlinear state-space model.
data(NLmodel)A matrix with 100 rows and 2 columns.
| [, 1] | \(x_n\) |
| [, 2] | \(y_n\) |
The system model \(x_n\) and the observation model \(y_n\) are generated by following state-space model: $$x_n = \frac{1}{2} x_{n-1} + \frac{25x_{n-1}}{x_{n-1}^2+1} + 8cos(1.2n) + v_n$$ $$y_n = \frac{x_n^2}{10} + w_n,$$ where \(v_n\) ~ \(N(0, 1)\), \(w_n\) ~ \(N(0, 10)\), \(v_0\) ~ \(N(0, 5)\).