Kernel recurrent system trained by real-time recurrent learning algorithm
This paper presents a kernelized version of recurrent systems (KRS) and develops a kernel real-time recurrent learning (KRTRL) algorithm to train KRS. To avoid instabilities during training, the teacher forcing technique is adopted to modify the KRTRL learning. The proposed algorithms compared with the KLMS in Lorenz time series prediction. The prediction performances of the proposed algorithm outperform the KLMS significantly.