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Other derivative-based methods
It is also possible to train DTRNN using the extended Kalman
filter (EKF, see e.g. (Haykin, 1998, 762ff))
of which RTRL may be shown to be a special case
(Williams, 1992); the EKF has been successfully used in many
applications, such as neurocontrol
(Puskorius and Feldkamp, 1994). The EKF is also
related to RLS (recursive-least squares)
algorithms.
Debian User
2002-01-21