A Vector Matrix Real Time Recursive Backpropagation Algorithm for Recurrent Neural Networks That Approximate Multi-Valued Periodic Functions

Unlike feedforward neural networks (FFNN) which can act as universal function approximators, recursive, or recurrent, neural networks can act as universal approximators for multi-valued functions. In this paper, a real time recursive backpropagation (RTRBP) algorithm in a vector matrix form is developed for a two-layer globally recursive neural network that has multiple delays in its feedback path. This algorithm has been evaluated on two GRNNs that approximate both an analytic and nonanalytic periodic multi-valued function that a feedforward neural network is not capable of approximating.