| Compact and accurate linear and nonlinear autoregressive moving average model parameter estimation using laguerre functions. | |
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MedLine Citation:
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PMID: 9236985 Owner: NLM Status: MEDLINE |
Abstract/OtherAbstract:
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A linear and nonlinear autoregressive moving average (ARMA) identification algorithm is developed for modeling time series data. The algorithm uses Laguerre expansion of kernals (LEK) to estimate Volterra-Wiener kernals. However, instead of estimating linear and nonlinear system dynamics via moving average models, as is the case for the Volterra-Wiener analysis, we propose an ARMA model-based approach. The proposed algorithm is essentially the same as LEK, but this algorithm is extended to include past values of the output as well. Thus, all of the advantages associated with using the Laguerre function remain with our algorithm; but, by extending the algorithm to the linear and nonlinear ARMA model, a significant reduction in the number of Laguerre functions can be made, compared with the Volterra-Wiener approach. This translates into a more compact system representation and makes the physiological interpretation of higher order kernels easier. Furthermore, simulation results show better performance of the proposed approach in estimating the system dynamics than LEK in certain cases, and it remains effective in the presence of significant additive measurement noise. |
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Authors:
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K H Chon; R J Cohen; N H Holstein-Rathlou |
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Publication Detail:
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Type: Journal Article; Research Support, Non-U.S. Gov't; Research Support, U.S. Gov't, P.H.S. |
Journal Detail:
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Title: Annals of biomedical engineering Volume: 25 ISSN: 0090-6964 ISO Abbreviation: Ann Biomed Eng Publication Date: 1997 Jul-Aug |
Date Detail:
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Created Date: 1997-08-26 Completed Date: 1997-08-26 Revised Date: 2007-11-14 |
Medline Journal Info:
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Nlm Unique ID: 0361512 Medline TA: Ann Biomed Eng Country: UNITED STATES |
Other Details:
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Languages: eng Pagination: 731-8 Citation Subset: IM; S |
Affiliation:
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Brown University, Department of Molecular Pharmacology, Physiology and Biotechnology, Providence, RI 02912, USA. kchon@medal.biomed.brown.edu |
Export Citation:
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| MeSH Terms | |
Descriptor/Qualifier:
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Algorithms* Least-Squares Analysis Linear Models Models, Biological* Nonlinear Dynamics Signal Processing, Computer-Assisted Time Factors |
| Grant Support | |
ID/Acronym/Agency:
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HL09029/HL/NHLBI NIH HHS; HL45623/HL/NHLBI NIH HHS |
From MEDLINE®/PubMed®, a database of the U.S. National Library of Medicine
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