Browsing by Subject "Nonlinear state space"

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    Online distributed nonlinear regression via neural networks
    (IEEE, 2017) Ergen, Tolga; Kozat, Süleyman Serdar
    In this paper, we study the nonlinear regression problem in a network of nodes and introduce long short term memory (LSTM) based algorithms. In order to learn the parameters of the LSTM architecture in an online manner, we put the LSTM equations into a nonlinear state space form and then introduce our distributed particle filtering (DPF) based training algorithm. Our training algorithm asymptotically achieves the optimal training performance. In our simulations, we illustrate the performance improvement achieved by the introduced algorithm with respect to the conventional methods.