The development of Kalman Filter learning technique for Artificial Neural Networks

Abstract

The paper presents an idea of using the Kalman Filtering (KF) for learning the Artificial Neural Networks (ANN). It is shown that KF can be fully competitive or more beneficial method with comparison standard Artificial Neural Networks learning techniques. The development of the method is presented respecting selective learning of chosen part of ANN. Another issue presented in this paper is the author's concept of automatic selection of architecture of ANN learned by means of KF based on removing unnecessary connection inside the network. The effectiveness of presented ideas is illustrated on the examples of time series modeling and prediction. Considered data came from the experiments and situ measurements in the field of structural mechanics and materials.