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Neural Network training using the Unscented Kalman Filter

by Yi Cao

 

18 Jan 2008 (Updated 07 Feb 2008)

Code covered by BSD License  

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

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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)
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Updates
23 Jan 2008

update description

07 Feb 2008

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Tag Activity for this File
Tag Applied By Date/Time
fuzzy logic Yi Cao 22 Oct 2008 09:43:00
neural networks Yi Cao 22 Oct 2008 09:43:00
parameter estimation Yi Cao 22 Oct 2008 09:43:00
unscented kalman filter Yi Cao 22 Oct 2008 09:43:01
 

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