Kalman Filtering and Neural Networks - Chapter 4: CHAOTIC DYNAMICS
Kalman Filtering and Neural Networks - Chapter 4: CHAOTIC DYNAMICS
In this chapter, we consider another application of the extended Kalman filter recurrent multilayer perceptron (EKF-RMLP) scheme: the modeling of a chaotic time series or one that could be potentially chaotic. The generation of a chaotic process is governed by a coupled set of nonlinear differential or difference equations.