This paper proposes a novel approach for training of proposed recurrent hierarchical interval type-2 fuzzy neural networks (RHT2FNN) based on the square-root cubature Kalman filters (SCKF). The SCKF algorithm is used to adjust the premise part of the type-2 FNN and the weights of defuzzification and the feedback weights. The recurrence property in the proposed network is the output feeding of each membership function to itself. The proposed RHT2FNN is employed in the sliding mode control scheme for the synchronization of chaotic systems. Unknown functions in the sliding mode control approach are estimated by RHT2FNN. Another application of the proposed RHT2FNN is the identification of dynamic nonlinear systems. The effectiveness of the proposed network and its learning algorithm is verified by several simulation examples. Furthermore, the universal approximation of RHT2FNNs is also shown.