An Adaptive UKF Algorithms for Improving the Generalization of Neural Network

Two methods of improving the generalization of neural network,using EKF and UKF algorithm,are described.In order to avoid the random selection of some parameters for UKF,a new adaptive UKF algorithm for training neural network,by using windowing residual vectors to adaptively estimate the covariance matrices of the observational vectors and the model errors,is established.The results show that EKF,UKF and adaptive UKF algorithms for training neural network can all improve the generalization of neural network,and the adaptive UKF algorithm is better than others.