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

9 Citations (Scopus)


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
JournalComputer Methods and Programs in Biomedicine
Issue number1-2
Publication statusPublished - 1996
MoE publication typeA1 Journal article-refereed


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