Kalman Filtering and Neural Networks

Author:   Simon Haykin (Communications Research Laboratory, McMaster University, Hamilton, Ontario, Canada)
Publisher:   John Wiley & Sons Inc
ISBN:  

9780471369981


Pages:   304
Publication Date:   12 October 2001
Format:   Hardback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Kalman Filtering and Neural Networks


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Overview

State-of-the-art coverage of Kalman filter methods for the design of neural networks This self-contained book consists of seven chapters by expert contributors that discuss Kalman filtering as applied to the training and use of neural networks. Although the traditional approach to the subject is almost always linear, this book recognizes and deals with the fact that real problems are most often nonlinear. The first chapter offers an introductory treatment of Kalman filters with an emphasis on basic Kalman filter theory, Rauch-Tung-Striebel smoother, and the extended Kalman filter. Other chapters cover: An algorithm for the training of feedforward and recurrent multilayered perceptrons, based on the decoupled extended Kalman filter (DEKF) Applications of the DEKF learning algorithm to the study of image sequences and the dynamic reconstruction of chaotic processes The dual estimation problem Stochastic nonlinear dynamics: the expectation-maximization (EM) algorithm and the extended Kalman smoothing (EKS) algorithm The unscented Kalman filter Each chapter, with the exception of the introduction, includes illustrative applications of the learning algorithms described here, some of which involve the use of simulated and real-life data. Kalman Filtering and Neural Networks serves as an expert resource for researchers in neural networks and nonlinear dynamical systems.

Full Product Details

Author:   Simon Haykin (Communications Research Laboratory, McMaster University, Hamilton, Ontario, Canada)
Publisher:   John Wiley & Sons Inc
Imprint:   Wiley-Interscience
Dimensions:   Width: 16.20cm , Height: 1.90cm , Length: 24.60cm
Weight:   0.544kg
ISBN:  

9780471369981


ISBN 10:   0471369985
Pages:   304
Publication Date:   12 October 2001
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Reviews

Although the traditional approach to the subject is usually linear, this book recognizes and deals with the fact that real problems are most often nonlinear. ( SciTech Book News , Vol. 25, No. 4, December 2001)


Although the traditional approach to the subject is usually linear, this book recognizes and deals with the fact that real problems are most often nonlinear. (SciTech Book News, Vol. 25, No. 4, December 2001)


Author Information

SIMON HAYKIN, PhD, is Professor of Electrical Engineering at the Communication Research Laboratory of McMaster University in Hamilton, Ontario, Canada.

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