Randomized neural networks for recursive system identification in the presence of outliers: a performance comparison

Abstract

In this paper, randomized single-hidden layer feedforward networks (SLFNs) are extended to handle outliers sequentially in online system identification tasks involving large-scale datasets. Starting from the description of the original batch learning algorithms of the evaluated randomized SLFNs, we discuss how these neural architectures can be easily adapted to cope with sequential data by means of the famed least mean squares (LMS). In addition, a robust variant of this rule, known as the least mean M -estimate (LMM) rule, is used to cope with outliers. Comprehensive performance comparison on benchmarking datasets are carried out in order to assess the validity of the proposed methodology.