Wavelet neural network based on MSUKF and its applications in chaotic time series prediction

Abstract

Wavelet neural network (WNN) trained by unscented Kalman filter (UKF) has many merits of fast convergent rate and small prediction error without computing the Jacobian matrix. Based on this, an improved UKF is introduced into the parameters estimation for WNN. The algorithm uses an unscented transform (UT) based on minimal skew simplex Sigma point sampling… (More)

Topics

4 Figures and Tables