Modeling and sensitivity analysis of neural networks

This paper investigates the use of neural networks for the identification of linear time invariant dynamical systems. Two classes of networks, namely the multilayer feedforward network and the recurrent network with linear neurons, are studied. A notation based on Kronecker product and vector-valued function of matrix is introduced for neural models. It permits to write a feedforward network as a one step ahead predictor used in parameter estimation. A special attention is devoted to system theory interpretation of neural models. Sensitivity analysis can be formulated using derivatives based on the above-mentioned notation.