Nonlinear System Identification Using Neural Networks Trained with Natural Gradient Descent
© Copyright © 2003 Hindawi Publishing Corporation 2003
Received: 13 December 2002
Published: 20 November 2003
We use natural gradient (NG) learning neural networks (NNs) for modeling and identifying nonlinear systems with memory. The nonlinear system is comprised of a discrete-time linear filter followed by a zero-memory nonlinearity . The NN model is composed of a linear adaptive filter followed by a two-layer memoryless nonlinear NN. A Kalman filter-based technique and a search-and-converge method have been employed for the NG algorithm. It is shown that the NG descent learning significantly outperforms the ordinary gradient descent and the Levenberg-Marquardt (LM) procedure in terms of convergence speed and mean squared error (MSE) performance.