The difference between several Linux kernel files

The most primitive kernel file compiled by vmlinux is uncompressed.

zImage is a gzlinux file that has been gzipped.

bzImage bz means "big zImage", not compressed with bzip2. The difference between the two is that zImage decompresses the kernel to low-end memory (the first 640K), and bzImage decompresses the kernel to high-end memory (more than 1M). If the kernel is small, then zImage or bzImage will work. If it is larger, you should use bzImage.

uImageU-boot dedicated image file, which is a tag of length 0x40 before zImage.

vmlinuz is a copy of the bzImage/zImage file or a link to bzImage/zImage.

initrd is short for "initial ramdisk". It is generally used to temporarily boot the hardware to the state where the actual kernel vmlinuz can take over and continue to boot.