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Published in: Neural Computing and Applications 6/2009

01-09-2009 | Original Article

Neural network training with optimal bounded ellipsoid algorithm

Authors: José de Jesús Rubio, Wen Yu, Andrés Ferreyra

Published in: Neural Computing and Applications | Issue 6/2009

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Abstract

Compared to normal learning algorithms, for example backpropagation, the optimal bounded ellipsoid (OBE) algorithm has some better properties, such as faster convergence, since it has a similar structure as Kalman filter. OBE has some advantages over Kalman filter training, the noise is not required to be Guassian. In this paper OBE algorithm is applied in training the weights of the feedforward neural network for nonlinear system identification. Both hidden layers and output layers can be updated. From a dynamic system point of view, such training can be useful for all neural network applications requiring real-time updating of the weights. Two simulations give the effectiveness of the suggested algorithm.

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Metadata
Title
Neural network training with optimal bounded ellipsoid algorithm
Authors
José de Jesús Rubio
Wen Yu
Andrés Ferreyra
Publication date
01-09-2009
Publisher
Springer-Verlag
Published in
Neural Computing and Applications / Issue 6/2009
Print ISSN: 0941-0643
Electronic ISSN: 1433-3058
DOI
https://doi.org/10.1007/s00521-008-0203-5

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