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A Homomorphic Neural Network for Modeling and Prediction

m.pedzisz{at}imperial.ac.uk Imperial College London, Department of Electrical and Electronic Engineering, Communications and Signal Processing Group, London SW7 2AZ, U.K.

Danilo P. Mandic

d.mandic{at}imperial.ac.uk Imperial College London, Department of Electrical and Electronic Engineering, Communications and Signal Processing Group, London SW7 2AZ, U.K.

A homomorphic feedforward network (HFFN) for nonlinear adaptive filtering is introduced. This is achieved by a two-layer feedforward architecture with an exponential hidden layer and logarithmic preprocessing step. This way, the overall input-output relationship can be seen as a generalized Volterra model, or as a bank of homomorphic filters. Gradient-based learning for this architecture is introduced, together with some practical issues related to the choice of optimal learning parameters and weight initialization. The performance and convergence speed are verified by analysis and extensive simulations. For rigor, the simulations are conducted on artificial and real-life data, and the performances are compared against those obtained by a sigmoidal feedforward network (FFN) with identical topology. The proposed HFFN proved to be a viable alternative to FFNs, especially in the critical case of online learning on small- and medium-scale data sets.