Neural Network training using the Unscented Kalman Filter

A function using the unscented Kalman filter to train MLP neural networks

Description

Similar to using the extended Kalman filter, Neural Networks can also be trained through parameter estimation using the unscented Kalman filter. This file provides a function for this purpose. It also includes an example to show how to use this function. It requires the unscented Kalman filter, ukf function, which can be downloaded from: http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=18217&objectType=FILE

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
Learning the Unscented Kalman Filter, Neural Network training using the Extended Kalman Filter

• MATLAB release: MATLAB 7.4 (R2007a)

[V. Poor]