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