Linear multivariate models for physiological signal analysis

Theory

Ilkka Korhonen (Corresponding Author), Luca Mainardi, Pekka Loula, Guy Garrault, Guiseppe Baselli, Anna Bianchi

Research output: Contribution to journalArticleScientificpeer-review

6 Citations (Scopus)

Abstract

The general linear parametric multivariate modelling concept is presented. This model combines a variety of different kinds of multivariate linear models. The concept of partial spectral analysis is derived from the general model. Some emphasis is laid on the causality demands of the model, and it is shown that the classic strictly-causal structure must be abandoned in order to utilise the modelling in many practical situations. Two special sub-class models are described in detail: the multivariate autoregressive model and the multivariate dynamic adjustment model. Furthermore, time-varying modelling is considered. The modelling of the real system is presented on a general level as a system identification cycle. The application of the methods to real physiological data is presented in the companion paper.
Original languageEnglish
Pages (from-to)85-94
Number of pages10
JournalComputer Methods and Programs in Biomedicine
Volume51
Issue number1-2
DOIs
Publication statusPublished - 1996
MoE publication typeA1 Journal article-refereed

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Signal analysis
Causality
Linear Models
Spectrum analysis
Dynamic models
Identification (control systems)

Cite this

Korhonen, I., Mainardi, L., Loula, P., Garrault, G., Baselli, G., & Bianchi, A. (1996). Linear multivariate models for physiological signal analysis: Theory. Computer Methods and Programs in Biomedicine, 51(1-2), 85-94. https://doi.org/10.1016/0169-2607(96)01764-6
Korhonen, Ilkka ; Mainardi, Luca ; Loula, Pekka ; Garrault, Guy ; Baselli, Guiseppe ; Bianchi, Anna. / Linear multivariate models for physiological signal analysis : Theory. In: Computer Methods and Programs in Biomedicine. 1996 ; Vol. 51, No. 1-2. pp. 85-94.
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Korhonen, I, Mainardi, L, Loula, P, Garrault, G, Baselli, G & Bianchi, A 1996, 'Linear multivariate models for physiological signal analysis: Theory', Computer Methods and Programs in Biomedicine, vol. 51, no. 1-2, pp. 85-94. https://doi.org/10.1016/0169-2607(96)01764-6

Linear multivariate models for physiological signal analysis : Theory. / Korhonen, Ilkka (Corresponding Author); Mainardi, Luca; Loula, Pekka; Garrault, Guy; Baselli, Guiseppe; Bianchi, Anna.

In: Computer Methods and Programs in Biomedicine, Vol. 51, No. 1-2, 1996, p. 85-94.

Research output: Contribution to journalArticleScientificpeer-review

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T2 - Theory

AU - Korhonen, Ilkka

AU - Mainardi, Luca

AU - Loula, Pekka

AU - Garrault, Guy

AU - Baselli, Guiseppe

AU - Bianchi, Anna

N1 - Project code: TTE3312

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AB - The general linear parametric multivariate modelling concept is presented. This model combines a variety of different kinds of multivariate linear models. The concept of partial spectral analysis is derived from the general model. Some emphasis is laid on the causality demands of the model, and it is shown that the classic strictly-causal structure must be abandoned in order to utilise the modelling in many practical situations. Two special sub-class models are described in detail: the multivariate autoregressive model and the multivariate dynamic adjustment model. Furthermore, time-varying modelling is considered. The modelling of the real system is presented on a general level as a system identification cycle. The application of the methods to real physiological data is presented in the companion paper.

U2 - 10.1016/0169-2607(96)01764-6

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