Title
A novel method for nonstationary power spectral density estimation of cardiovascular pressure signals based on a Kalman filter with variable number of measurements.
Abstract
We present a novel parametric power spectral density (PSD) estimation algorithm for nonstationary signals based on a Kalman filter with variable number of measurements (KFVNM). The nonstationary signals under consideration are modeled as time-varying autoregressive (AR) processes. The proposed algorithm uses a block of measurements to estimate the time-varying AR coefficients and obtains high-resolution PSD estimates. The intersec- tion of confidence intervals (ICI) rule is incorporated into the algorithm to generate a PSD with adaptive window size from a series of PSDs with different number of measure- ments. We report the results of a quantitative assessment study and show an illustrative example involving the application of the algorithm to intracranial pressure signals (ICP) from patients with traumatic brain injury (TBI).
Year
DOI
Venue
2008
10.1007/s11517-008-0351-x
Med. Biol. Engineering and Computing
Keywords
Field
DocType
kalman filter,autoregressive process,confidence interval,high resolution,power spectral density,spectral density
Autoregressive model,Computer vision,Cardiovascular Pressure,Algorithm,Kalman filter,Speech recognition,Spectral density,Parametric statistics,Artificial intelligence,Quantitative assessment,Confidence interval,Mathematics
Journal
Volume
Issue
ISSN
46
8
1741-0444
Citations 
PageRank 
References 
3
0.45
4
Authors
5
Name
Order
Citations
PageRank
Z. G. Zhang113415.08
K. M. Tsui217316.60
Shing-Chow Chan340.81
Winnie W. Y. Lau4647.03
M. Aboy530.45