A recursive least squares training algorithm for multilayer recurrent neural networks

Recurrent neural networks have the potential to perform significantly better than the commonly used feedforward neural networks due to their dynamical nature. However, they have received less attention because training algorithms/architectures have not been well developed. In this study, a recursive least squares algorithm to train recurrent neural networks with an arbitrary number of hidden layers is developed. The training algorithm is developed as an extension of the standard recursive estimation problem. Simulated results obtained for identification of the dynamics of a nonlinear dynamical system show promising results.