A complex EKF-RTRL neural network

Pedro Henrique Gouvêa Coelho · 2002

The purpose of the paper is to use extended Kalman filter (EKF) techniques in the complex real time recurrent learning (RTRL) neural network in order to have faster convergence as an alternative to standard gradient methods, usually used in RTRL neural networks training which are known to be slow. This characteristic is desired in many engineering applications, particularly those which are carried out online.

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