Least Mean Square vs. Outer Bounding Ellipsoid Algorithm in Confidence Estimation of the GMDH Neural Networks

Authors:
Marcin Mrugalski;Józef Korbicz
Affiliations:
Institute of Control and Computation Engineering, University of Zielona Góra, ul. Podgórna 50, 65---246 Zielona Góra, Poland;Institute of Control and Computation Engineering, University of Zielona Góra, ul. Podgórna 50, 65---246 Zielona Góra, Poland
Venue:
ICANNGA '07 Proceedings of the 8th international conference on Adaptive and Natural Computing Algorithms, Part II
Year:
2007

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Abstract

The paper deals with the problem of determination of the model uncertainty during the system identification with the application of the Group Method of Data Handling (GMDH) neural network. The main objective is to show how to employ the Least Mean Square (LMS) and the Outer Bounding Ellipsoid (OBE) algorithm to obtain the corresponding model uncertainty.