Abstract
A new hybrid learning algorithm combining the extended Kalman filter (EKF) and particle filter is presented. The new algorithm is firstly applied to train diagonal recurrent neural network (DRNN). The EKF is used to train DRNN and particle filter applies the resampling algorithm to optimize the particles, namely DRNNs, with the relative network weights. These methods make the training shorter and DRNN convergent more quickly. Simulation results of the nonlinear dynamical identification verify the validity of the new algorithm.
This work is supported by the National Natural Science Foundation of China, No. 50405017.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Chao-Chee, K., Kwang, Y.L.: Diagonal Recurrent Neural Networks for Dynamic Systems Control. IEEE Trans on Neural Networks 6(1), 144–155 (1995)
Williams, R.J.: Training Recurrent Networks Using the Extended Kalman Filter. In: Proc. Intl. Joint Conf. Neural Networks, Baltimore, vol. 4, pp. 241–246 (1992)
de Freitas, J.F.G., Niranjan, M., Gee, A.H., Doucet, A.: Sequential Monte Carlo Methods to Train Neural Network Models. Neural Computation 12(4), 955–993 (2000)
Doucet, A., de Freitas, J.F.G., Gordon, N.J. (eds.): Sequential Monte Carlo Methods in Practice. Springer, New York (2002)
Gordon, N., Salmond, D.J., Smith, A.F.M.: Novel Approach to Nonlinear and Non-Gaussian Bayesian State Estimation. IEE Proceedings-F 140(2), 107–113 (1993)
Doucet, A., Godsill, S.J., Andrieu, C.: Sequential Monte Carlo Sampling Methods for Bayesian Filtering. Statistics and Computing 10(3), 197–208 (2000)
Narendra, K.S., Parthasarathy, K.: Identification and Control of Dynamical Systems Using Neural Networks. IEEE Trans on Neural Networks 1(1), 4–27 (1990)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2005 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Xiaolong, D., Jianying, X., Weizhong, G., Jun, L. (2005). A New Learning Algorithm for Diagonal Recurrent Neural Network. In: Wang, L., Chen, K., Ong, Y.S. (eds) Advances in Natural Computation. ICNC 2005. Lecture Notes in Computer Science, vol 3610. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11539087_6
Download citation
DOI: https://doi.org/10.1007/11539087_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-28323-2
Online ISBN: 978-3-540-31853-8
eBook Packages: Computer ScienceComputer Science (R0)