Parameter estimation of RBF-AR model based on the EM-EKF algorithm

DOI10.16383/J.AAS.2017.E160216zbMATH Open1399.62035OpenAlexW2776437158WikidataQ118420774 ScholiaQ118420774MaRDI QIDQ4642828FDOQ4642828

Authors: Yanhui Xi, Hui Peng, Hong Mo 

Publication date: 25 May 2018

Full work available at URL: http://html.rhhz.net/ZDHXBZWB/html/2017-9-1636.htm

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zbMATH Keywords

expectation maximization algorithmextended Kalman filteringradial basis function neural network

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Neural networks for/in biological studies, artificial life and related topics (92B20)

Cited In (4)

• Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises
• Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory
• Training radial basis neural networks with the extended Kalman filter
• Title not available (Why is that?)

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