• Title/Summary/Keyword: A Derivative Free Kalman Filter

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Parameter Estimation of Recurrent Neural Networks Using A Unscented Kalman Filter Training Algorithm and Its Applications to Nonlinear Channel Equalization (언센티드 칼만필터 훈련 알고리즘에 의한 순환신경망의 파라미터 추정 및 비선형 채널 등화에의 응용)

  • Kwon Oh-Shin
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.5
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    • pp.552-559
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    • 2005
  • Recurrent neural networks(RNNs) trained with gradient based such as real time recurrent learning(RTRL) has a drawback of slor convergence rate. This algorithm also needs the derivative calculation which is not trivialized in error back propagation process. In this paper a derivative free Kalman filter, so called the unscented Kalman filter(UKF), for training a fully connected RNN is presented in a state space formulation of the system. A derivative free Kalman filler learning algorithm makes the RNN have fast convergence speed and good tracking performance without the derivative computation. Through experiments of nonlinear channel equalization, performance of the RNNs with a derivative free Kalman filter teaming algorithm is evaluated.

Parameter Estimation of Recurrent Neural Equalizers Using the Derivative-Free Kalman Filter

  • Kwon, Oh-Shin
    • Journal of information and communication convergence engineering
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    • v.8 no.3
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    • pp.267-272
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    • 2010
  • For the last decade, recurrent neural networks (RNNs) have been commonly applied to communications channel equalization. The major problems of gradient-based learning techniques, employed to train recurrent neural networks are slow convergence rates and long training sequences. In high-speed communications system, short training symbols and fast convergence speed are essentially required. In this paper, the derivative-free Kalman filter, so called the unscented Kalman filter (UKF), for training a fully connected RNN is presented in a state-space formulation of the system. The main features of the proposed recurrent neural equalizer are fast convergence speed and good performance using relatively short training symbols without the derivative computation. Through experiments of nonlinear channel equalization, the performance of the RNN with a derivative-free Kalman filter is evaluated.

Experimental and numerical study of autopilot using Extended Kalman Filter trained neural networks for surface vessels

  • Wang, Yuanyuan;Chai, Shuhong;Nguyen, Hung Duc
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.12 no.1
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    • pp.314-324
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    • 2020
  • Due to the nonlinearity and environmental uncertainties, the design of the ship's steering controller is a long-term challenge. The purpose of this study is to design an intelligent autopilot based on Extended Kalman Filter (EKF) trained Radial Basis Function Neural Network (RBFNN) control algorithm. The newly developed free running model scaled surface vessel was employed to execute the motion control experiments. After describing the design of the EKF trained RBFNN autopilot, the performances of the proposed control system were investigated by conducting experiments using the physical model on lake and simulations using the corresponding mathematical model. The results demonstrate that the developed control system is feasible to be used for the ship's motion control in the presences of environmental disturbances. Moreover, in comparison with the Back-Propagation (BP) neural networks and Proportional-Derivative (PD) based control methods, the EKF RBFNN based control method shows better performance regarding course keeping and trajectory tracking.