Unsupervised kernel least mean square algorithm for solving ordinary differential equations

Authors:
Hadi Sadoghi Yazdi;Morteza Pakdaman;Hamed Modaghegh
Affiliations:
Engineering Department, Ferdowsi University of Mashhad, Mashhad, Iran;Sama Technical and Vocational Training College, Islamic Azad University, Mashhad Branch, Mashhad, Iran;Engineering Department, Ferdowsi University of Mashhad, Mashhad, Iran
Venue:
Neurocomputing
Year:
2011

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Abstract

In this paper a novel method is introduced based on the use of an unsupervised version of kernel least mean square (KLMS) algorithm for solving ordinary differential equations (ODEs). The algorithm is unsupervised because here no desired signal needs to be determined by user and the output of the model is generated by iterating the algorithm progressively. However, there are several new approaches in literature to solve ODEs but the new approach has more advantages such as simple implementation, fast convergence and also little error. Furthermore, it is also a KLMS with obvious characteristics. In this paper the ability of KLMS is used to estimate the answer of ODE. First a trial solution of ODE is written as a sum of two parts, the first part satisfies the initial condition and the second part is trained using the KLMS algorithm so as the trial solution solves the ODE. The accuracy of the method is illustrated by solving several problems. Also the sensitivity of the convergence is analyzed by changing the step size parameters and kernel functions. Finally, the proposed method is compared with neuro-fuzzy [21] approach.