Nonlinear identification based on diagonal recurrent neural network and particle filter

  • Authors:
  • Deng Xiaolong;Zhou Pingfang

  • Affiliations:
  • Department of Mechanical Engineering, Jiangsu College of Information Technology, Jiangsu, Wuxi, Jiangsu, China;Institute of Astronautics & Aeronautics, Shanghai Jiao tong University, Shanghai, China

  • Venue:
  • ICNC'09 Proceedings of the 5th international conference on Natural computation
  • Year:
  • 2009

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Abstract

Diagonal recurrent neural network (DRNN) is widely applied to nonlinear identification. In this paper, the extended Kalman filter and particle filter are firstly combined to train DRNN. Utilizing time windows, a method to evaluate the dynamical performance of DRNN is presented. Network weights of particles are optimized by the resampling algorithm. The high convergent speed and high training precision are obtained by the new algorithm. Simulation results of the nonlinear dynamical identification verify the validity of the new algorithm.