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The UD RLS algorithm for training feedforward neural networks

Jarosław Bilski (2005)

International Journal of Applied Mathematics and Computer Science

A new algorithm for training feedforward multilayer neural networks is proposed. It is based on recursive least squares procedures and U-D factorization, which is a well-known technique in filter theory. It will be shown that due to the U-D factorization method, our algorithm requires fewer computations than the classical RLS applied to feedforward multilayer neural network training.

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