두개의 Extended Kalman Filter를 이용한 Recurrent Neural Network 학습 알고리듬

A Learning Algorithm for a Recurrent Neural Network Base on Dual Extended Kalman Filter

The classical dynamic backpropagation learning algorithm has the problems of learning speed and the determine of learning parameter. The Extend Kalman Filter(EKF) is used effectively for a state estimation method for a non linear dynamic system. This paper presents a learning algorithm using Dual Extended Kalman Filter(DEKF) for Fully Recurrent Neural Network(FRNN). This DEKF learning algorithm gives the minimum variance estimate of the weights and the hidden outputs. The proposed DEKF learning algorithm is applied to the system identification of a nonlinear SISO system and compared with dynamic backpropagation learning algorithm.