• DocumentCode
    1855438
  • Title

    Colored noise in dynamic systems: unbiased modeling by constructive neural networks

  • Author

    Hosseini, Shahram ; Jutten, Christian

  • Author_Institution
    LIS, INPG, Grenoble, France
  • Volume
    4
  • fYear
    1999
  • fDate
    1999
  • Firstpage
    2629
  • Abstract
    We propose an algorithm to model dynamic systems using constructive feedforward neural networks when the system output is corrupted with additive colored noise. The algorithm tries to whiten the approximation residue during the network construction. The whitened residue is also used to stop the algorithm and to avoid overfitting
  • Keywords
    autoregressive processes; feedforward neural nets; least squares approximations; maximum likelihood estimation; multilayer perceptrons; noise; additive colored noise; approximation residue; constructive feedforward neural networks; dynamic systems; network construction; unbiased modeling; Additive noise; Approximation algorithms; Colored noise; Function approximation; Heuristic algorithms; Intelligent networks; Least squares approximation; Neural networks; Noise reduction; Parameter estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Neural Networks, 1999. IJCNN '99. International Joint Conference on
  • Conference_Location
    Washington, DC
  • ISSN
    1098-7576
  • Print_ISBN
    0-7803-5529-6
  • Type

    conf

  • DOI
    10.1109/IJCNN.1999.833491
  • Filename
    833491