A real-time learning algorithm for a multilayered neural network based on the extended Kalman filter

1992 ◽  
Vol 40 (4) ◽  
pp. 959-966 ◽  
Author(s):  
Y. Iiguni ◽  
H. Sakai ◽  
H. Tokumaru
Keyword(s):  
Neural Network ◽  
Kalman Filter ◽  
Real Time ◽  
Extended Kalman Filter ◽  
Learning Algorithm

scholarly journals Extended Kalman Filter In Recurrent Neural Network: USDIDR Forecasting Case Study

2019 ◽  
Vol 13 (3) ◽  
pp. 293
Author(s):  
Muhammad Asaduddin Hazazi ◽  
Agus Sihabuddin
Keyword(s):  
Neural Network ◽  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Recurrent Neural Network ◽  
Learning Algorithm ◽  
Regularization Parameter ◽  
Training Data ◽  
Stochastic Gradient Descent ◽  
Computational Time ◽  
Currency Exchange

Artificial Neural Networks (ANN) especially Recurrent Neural Network (RNN) have been widely used to predict currency exchange rates. The learning algorithm that is commonly used in ANN is Stochastic Gradient Descent (SGD). One of the advantages of SGD is that the computational time needed is relatively short. But SGD also has weaknesses, including SGD requiring several hyperparameters such as the regularization parameter. Besides that SGD relatively requires a lot of epoch to reach convergence. Extended Kalman Filter (EKF) as a learning algorithm on RNN is used to replace SGD with the hope of a better level of accuracy and convergence rate. This study uses IDR / USD exchange rate data from 31 August 2015 to 29 August 2018 with 70% data as training data and 30% data as test data. This research shows that RNN-EKF produces better convergent speeds and better accuracy compared to RNN-SGD.

scholarly journals Using an extended Kalman filter learning algorithm for feed-forward neural networks to describe tracer correlations

2004 ◽  
Vol 4 (3) ◽  
pp. 3653-3667 ◽  
Author(s):  
D. J. Lary ◽  
H. Y. Mussa
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Learning Algorithm ◽  
Feed Forward ◽  
The Neural Network ◽  
Fortran Code ◽  
Feed Forward Neural Networks ◽  
Time Of Year

Abstract. In this study a new extended Kalman filter (EKF) learning algorithm for feed-forward neural networks (FFN) is used. With the EKF approach, the training of the FFN can be seen as state estimation for a non-linear stationary process. The EKF method gives excellent convergence performances provided that there is enough computer core memory and that the machine precision is high. Neural networks are ideally suited to describe the spatial and temporal dependence of tracer-tracer correlations. The neural network performs well even in regions where the correlations are less compact and normally a family of correlation curves would be required. For example, the CH4-N2O correlation can be well described using a neural network trained with the latitude, pressure, time of year, and CH4 volume mixing ratio (v.m.r.). The neural network was able to reproduce the CH4-N2O correlation with a correlation coefficient between simulated and training values of 0.9997. The neural network Fortran code used is available for download.

Research on Learning Algorithm of RBF Neural Network Based on Extended Kalman Filter

2014 ◽  
Vol 989-994 ◽  
pp. 2705-2708
Author(s):  
Xu Sheng Gan ◽  
Hai Long Gao
Keyword(s):  
Neural Network ◽  
Kalman Filter ◽  
Radial Basis Function ◽  
Extended Kalman Filter ◽  
Basis Function ◽  
Learning Algorithm ◽  
Rbf Neural Network ◽  
Learning Capability ◽  
Radial Basis ◽  
Neural Network Algorithm

To improve the learning capability of Radial Basis Function (RBF) neural network, a RBF neural network algorithm based on Extended Kalman Filter (EKF) is proposed. First the basic idea of EKF algorithm and RBF neural network are introduced, and then EKF is used to optimize the parameters combination of RBF neural network to obtain the better model. The experiment proves its feasibility.

Real-Time Signal Denoising Algorithm in Wheel Force Transducer

2014 ◽  
Vol 615 ◽  
pp. 244-247
Author(s):  
Dong Wang ◽  
Guo Yu Lin ◽  
Wei Gong Zhang
Keyword(s):  
Kalman Filter ◽  
Real Time ◽  
Extended Kalman Filter ◽  
Unscented Kalman Filter ◽  
Force Transducer ◽  
Time Signal ◽  
Signal Denoising ◽  
Observation Function ◽  
Simulation Results ◽  
Wheel Force Transducer

The wheel force transducer (WFT) is used to measure dynamic wheel loads. Unlike other force sensors, WFT is rotating with the wheel. For this reason, the outputs and the inputs of the transducer are nonlinearly related, and traditional Kalman Filter is not suitable. In this paper, a new real-time filter algorithm utilizing Quadrature Kalman Filter (QKF) is proposed to solve this problem. In Quadrature Kalman Filter, Singer model is introduced to track the wheel force, and the observation function is established for WFT. The simulation results illustrate that the new filter outperforms the traditional Unscented Kalman Filter (UKF) and Extended Kalman Filter (EKF).

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