TY - GEN
T1 - Sequential growing-and-pruning learning for recurrent neural networks using unseented or extended Kalman filter
AU - Liao, Yingxin
AU - Wu, Min
AU - She, Jinhua
AU - Hirota, Kaoru
PY - 2008
Y1 - 2008
N2 - This paper presents a sequential growing-and-pruning learning algorithm employing an unscented or extended Kalman filter (SGAPL-UKF or SGAPL-EKF) for a recurrent neural network (RNN). The RNN is constructed using a sequential-learning algorithm that employs growing-and-pruning (GAP) criteria based on the concept of the significance of hidden neurons to yield a compact network; and an unscented or extended Kalman filter improves the learning accuracy by providing estimates of the parameters of the RNN from incomplete samples. As an example, this method was used to estimate the output of a Mackey-Glass time series. A comparison of the results obtained with a UKF and an EKF yielded guidelines about which situations each type of filter is suitable for. Verification results show the effectiveness of the learning algorithm.
AB - This paper presents a sequential growing-and-pruning learning algorithm employing an unscented or extended Kalman filter (SGAPL-UKF or SGAPL-EKF) for a recurrent neural network (RNN). The RNN is constructed using a sequential-learning algorithm that employs growing-and-pruning (GAP) criteria based on the concept of the significance of hidden neurons to yield a compact network; and an unscented or extended Kalman filter improves the learning accuracy by providing estimates of the parameters of the RNN from incomplete samples. As an example, this method was used to estimate the output of a Mackey-Glass time series. A comparison of the results obtained with a UKF and an EKF yielded guidelines about which situations each type of filter is suitable for. Verification results show the effectiveness of the learning algorithm.
KW - Extended Kalman filter
KW - Function approximation
KW - Mackey-glass series
KW - Recurrent neural network
KW - Sequential learning
KW - Unseented Kalman filter
UR - https://www.scopus.com/pages/publications/52449126625
U2 - 10.1109/CHICC.2008.4605166
DO - 10.1109/CHICC.2008.4605166
M3 - Conference contribution
AN - SCOPUS:52449126625
SN - 9787900719706
T3 - Proceedings of the 27th Chinese Control Conference, CCC
SP - 242
EP - 247
BT - Proceedings of the 27th Chinese Control Conference, CCC
T2 - 27th Chinese Control Conference, CCC
Y2 - 16 July 2008 through 18 July 2008
ER -