TY - JOUR
T1 - Compact and accurate linear and nonlinear autoregressive moving average model parameter estimation using laguerre functions.
AU - Chon, K H
AU - Cohen, R J
AU - Holstein-Rathlou, N H
N1 - Keywords: Algorithms; Least-Squares Analysis; Linear Models; Models, Biological; Nonlinear Dynamics; Signal Processing, Computer-Assisted; Time Factors
PY - 1997
Y1 - 1997
N2 - 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.
AB - 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.
M3 - Journal article
C2 - 9236985
SN - 0090-6964
VL - 25
SP - 731
EP - 738
JO - Annals of Biomedical Engineering
JF - Annals of Biomedical Engineering
IS - 4
ER -