On the Kalman filtering method in neural network training and pruning

In the use of extended Kalman filter approach in training and pruning a feedforward neural network, one usually encounters the problems on how to set the initial condition and how to use the result obtained to prune a neural network. In this paper, some cues on the setting of the initial condition will be presented with a simple example illustrated. Then based on three assumptions--1) the size of training set is large enough; 2) the training is able to converge; and 3) the trained network model is close to the actual one, an elegant equation linking the error sensitivity measure (the saliency) and the result obtained via extended Kalman filter is devised. The validity of the devised equation is then testified by a simulated example.