Adaptive filter theory (3rd ed.)
Adaptive filter theory (3rd ed.)
On-line Successive Synthesis of Wavelet Networks
Neural Processing Letters
Numerically-robust O(N/sup 2/) RLS algorithms using least-squares prewhitening
ICASSP '00 Proceedings of the Acoustics, Speech, and Signal Processing, 2000. on IEEE International Conference - Volume 01
Neural networks for blind decorrelation of signals
IEEE Transactions on Signal Processing
Two regularizers for recursive least squared algorithms in feedforward multilayered neural networks
IEEE Transactions on Neural Networks
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We present a robust recursive least squares algorithm for multilayer feed-forward neural network training. So far, recursive least squares (RLS) has been successfully applied to training multilayer feed-forward neural networks. However, RLS method has a tendency to become diverse due to the instability in the recursive inversion procedure. In this paper, we propose a numerically robust recursive least square type algorithm using prewhitening. The proposed algorithm improves the performance of RLS in infinite numerical precision as well as in finite numerical precision. The computer simulation results in the various precision cases show that the proposed algorithm improves the numerical robustness of RLS training.