This paper presents a new learning methodology for feedforward neural
networks. The proposed algorithm is based on Davidon's least squares m
inimization approach. The performance of the Davidon algorithm is comp
ared with that of the back propagation for three prototype examples. T
hese examples are: Case I, a linear second-order system; Case II, a ch
aotic system; and Case III, a nonlinear dynamic system. The trained ne
twork is employed to determine the one-step-ahead prediction of the ou
tput of a given system. The simulation results show that, in most case
s, the Davidon algorithm has an order of magnitude faster convergence
rate than that of the back propagation. In order to make a fair compar
ison, an optimum back propagation learning rate is used. The learning
rate chosen is the one that results in the fastest convergence for a g
iven system.