Learning algorithm for the nonlinear state-space model

In this section, the learning procedure for the NSSM defined in Section 5.2 is presented. The structure of the section is essentially the same as in the previous section on the HMM, i.e. it is first shown how to evaluate the cost function and then how to optimise it.

- Evaluating the cost function
- Optimising the cost function

- Learning procedure
- Continuing learning with new data

Antti Honkela 2001-05-30