Kalman filter and ridge regression backpropagation algorithms

Document Type : Research Paper

Authors

1 Faculty of Computer Science and Mathematics, University of Kufa, Iraq

2 Ministry of Education, Najaf, Iraq

Abstract

The Kalman filter (KF) compare with the ridge regression backpropagation algorithm (RRBp) by conducting a numerical simulation study that relied on generating random data applicable to the KF and the RRBp in different sample sizes to determine the performance and behavior of the two methods. After implementing the simulation, the mean square error (MSE) value was calculated, which is considered a performance measure, to find out which two methods are better in  making an estimation for random data. After obtaining the results, we find that the Kalman filter has better performance, the higher the randomness and noise in generating the data, while the other  algorithm is suitable for small sample sizes and where the noise ratios are lower.

Keywords

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Volume 12, Issue 2
November 2021
Pages 485-493
  • Receive Date: 03 January 2021
  • Revise Date: 26 February 2021
  • Accept Date: 08 March 2021