The extended Kalman filter can not only estimate states of nonlinear dynamic systems from noisy measurements but also can be used to estimate parameters of a nonlinear system. A direct application of parameter estimation is to train artificial neural networks. This function and an embeded example shows a way how this can be done.
Yi Cao (2021). Neural Network training using the Extended Kalman Filter (https://www.mathworks.com/matlabcentral/fileexchange/18289-neural-network-training-using-the-extended-kalman-filter), MATLAB Central File Exchange. Retrieved .
Inspired by: Learning the Extended Kalman Filter
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