Gaussian Sum Filters for Recurrent Neural Networks training
Branimir T. Todorović, Miomir S. Stanković, Claudio Moraga · 2006
We consider the problem of recurrent neural network training as a Bayesian state estimation. The proposed algorithm uses Gaussian sum filter for nonlinear, non-Gaussian estimation of network outputs and synaptic weights. The performances of the proposed algorithm and other Bayesian filters are compared in noisy chaotic time series long-term prediction