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Although the EKF (Extended Kalman Filter) has been widely used as a training method for neural networks (NN), it is known to have a poor robustness to disturbances. Recently, an EHF(Extended H/sub /spl infin// Filter)-based training method was proposed, which is improved in the robustness to the nature of noises. However, its convergence property is not yet known. In this paper, we show that EHF-based...
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