Gaurav S. Patel
Department of Electrical and Computer Engineering, McMaster University, Hamilton, Ontario, Canada
Communications Research Laboratory, McMaster University, Hamilton, Ontario, Canada (firstname.lastname@example.org)
4.1 INTRODUCTION In this chapter, we consider another application of the extended Kalman ﬁlter recurrent multilayer perceptron (EKF-RMLP) scheme: the modeling of a chaotic time series or one that could be potentially chaotic. The generation of a chaotic process is governed by a coupled set of nonlinear differential or difference equations. The hallmark of a chaotic process is sensitivity to initial conditions, which means that if the starting point of motion is perturbed by a very small increment,...