By a fundamental neural filtering theorem, a recurrent neural network with fixed weights is known to be capable of adapting to an uncertain environment. This letter reports some mathematical results on the performance of such adaptation for series-parallel identification of a dynamical system as compared with the performance of the best series-parallel identifier possible under the assumption that the precise value of the uncertain environmental process is given. In short, if an uncertain environmental process is observable (not necessarily constant) from the output of a dynamical system or constant (not necessarily observable), then a recurrent neural network exists as a series-parallel identifier of the dynamical system whose output approaches the output of an optimal series-parallel identifier using the environmental process as an additional input.
Functional data analysis for dynamical system identification of behavioral processes.
