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IDENTIFIABILITY OF RECURRENT NEURAL NETWORKS

Published online by Cambridge University Press:  04 August 2003

A.A. Al-Falou  and
D. Trummer
A.A. Al-Falou
Affiliation:
Vienna University of Technology
D. Trummer
Affiliation:
Vienna University of Technology
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Abstract

We examine the identifiability of a nonlinear state space system under general assumptions. The discrete time evolution of the state is generated by a recurrent Elman network. For a large set of Elman networks we determine the class of observationally equivalent minimal systems, i.e., minimal systems that exhibit the same input-output behavior.The authors are grateful for discussions with M. Deistler and D. Bauer. A.A. Al-Falou was funded by the ERNSI network within the European Union program Training and Mobility of Researchers (TMR). D. Trummer was funded by the FWF (Austrian Science Fund). We thank an anonymous referee for helpful comments and suggestions.

Type
Research Article
Information
Econometric Theory , Volume 19 , Issue 5 , October 2003 , pp. 812 - 828
Copyright
© 2003 Cambridge University Press

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References

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