On sequential Monte Carlo sampling methods for Bayesian filtering
Statistics and Computing
Sequential Monte Carlo Methods to Train Neural Network Models
Neural Computation
Diagonal recurrent neural networks for dynamic systems control
IEEE Transactions on Neural Networks
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A new hybrid learning algorithm combining the extended Kalman filter (EKF) and particle filter is presented. The new algorithm is firstly applied to train diagonal recurrent neural network (DRNN). The EKF is used to train DRNN and particle filter applies the resampling algorithm to optimize the particles, namely DRNNs, with the relative network weights. These methods make the training shorter and DRNN convergent more quickly. Simulation results of the nonlinear dynamical identification verify the validity of the new algorithm.