Kalman Filtering and Neural Networks
Kalman Filtering and Neural Networks
ICANN '09 Proceedings of the 19th International Conference on Artificial Neural Networks: Part I
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The graphics processing unit has evolved through the years into the powerful resource for general purpose computing. We present in this article the implementation of Extended Kalman filter used for recurrent neural networks training, which most computational intensive tasks are performed on the GPU. This approach achieves significant speedup of neural network training process for larger networks.