Running `ekf_vs_ukf_mlp.py` does not fit MLP with UKF

[gerdm]

The ekf_vs_ukf_mlp.py demo doesn't properly fit the data when fitting using UKF.

UKF result

EKF result

Compare previous result to EKF's output

[murphyk]

Please factor out ukf into a separate script so we can debug on its own

On Sun, Apr 10, 2022 at 1:26 AM Gerardo Durán-Martín < @.***> wrote:

The ekf_vs_ukf_mlp.py demo doesn't properly fit the data when fitting using UKF. UKF result

[image: ukf-iterations] https://user-images.githubusercontent.com/4108759/162609587-b0059b6c-0286-4f7f-ac25-b4acc017ac32.png EKF result

Compare previous result to EKF's output [image: ekf-iterations] https://user-images.githubusercontent.com/4108759/162609636-b9473790-f056-41f6-99b3-cbb4ac9ee606.png

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