Kalman filter and ridge regression backpropagation algorithms

نویسندگان

1 Ministry of Education, Najaf, Iraq

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

doi
10.22075/ijnaa.2021.5075
چکیده

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.