A new approach to real‐time training of dynamic neural networks

A fast, efficient and new way of real-time training of dynamic neural networks is presented in this paper. The proposed method would be suitable for training neural networks for real-time input–output modelling of uncertain dynamic systems. The training method proposed in this paper is unique in the sense that only the outer layer weights are updated; the hidden layer weights are chosen randomly at the beginning of the process, and left unchanged. The outer layer weights are estimated with an ordinary Kalman filter. This provides a learning rate which is an optimally time-varying vector. Results of computer simulation experiments, including a comparison with conventional backpropagation, are presented. Copyright © 2003 John Wiley & Sons, Ltd.