Abstract
We present a robust recursive least squares algorithm for multilayer feed-forward neural network training. So far, recursive least squares (RLS) has been successfully applied to training multilayer feed-forward neural networks. However, RLS method has a tendency to become diverse due to the instability in the recursive inversion procedure. In this paper, we propose a numerically robust recursive least square type algorithm using prewhitening. The proposed algorithm improves the performance of RLS in infinite numerical precision as well as in finite numerical precision. The computer simulation results in the various precision cases show that the proposed algorithm improves the numerical robustness of RLS training.
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