how to custom this kind of recurrent NN in keras

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As you can see, I'm gonna construct this sort of recurrent NN. But I have no idea what kinda Keras function to finish the abstract requirements. The hidden state from the LSTM from the last timeslice is fed to the next timeslice.

In fact, I have tried many times with RNN(). And I have asked you all for a corresponding question here: to custom RNN with LSTMcell

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