This is the equation where n denotes the current state, (n-1) denotes the state in the previous step etc.

And to do back-propagation I need to find partial derivatives over each of the variables. For now let’s just focus on

The term in the above equation can be written as:

Since it also contains , it needs to be substituted into the first equation. But this is where the issue starts. I also need to then substitute in the equation above with this:

Which contains , and so does . And I end up in a never ending loop.

So how to do this?