Recurrent Neural Networks for Prediction
... We have chosen to follow the original paper by Kalman [1] for the 1 Kalman Filtering and Neural Networks, Edited by Simon Haykin ISBN 0-471-36998-5 # 2001 John Wiley & Sons, Inc. Kalman Filtering and Neural Networks, Edited by Simon Haykin Copyright # 2001 John Wiley & Sons, Inc. ... k, prediction if i > k, and smoothing if 1 i < k. ... The solution to the linear prediction problem follows in a straightforward manner from the basic theory of Section 1.