Figure 1
From: Approximate nonlinear filtering with a recurrent neural network
Left: A sample trajectory of the real hidden state and its filtered estimate, showing the ability of the neural filter to infer the hidden variable. Right: For a nonlinear hidden dynamics, the neuronal filter we propose achieves an estimation error which is comparable to that of a particle filter or an extended Kalman filter (EKF). The worst neuronal filter corresponds to our filter with a suboptimal parameter choice.