Figure 18.

Simulations of the SPEKF model and MSM. (a) the observed variable u from MSM (120); (b) the observed variable u from SPEKF model; (c) hidden variables. The parameters are given in (121). The red curves are for MSM and blue ones are for SPEKF. The black dashed line in the $\gamma$ process indicates the threshold of zero. When $\gamma$ is below this threshold, $\gamma$ becomes anti-damping and the associated signal of u tends to have exponential growth.