Estimation for Nonstationary Pressure Signals
نویسندگان
چکیده
This paper presents a new Kalman filter-based Recently, the parametric spectrum of pressure signals, power spectral density estimation (PSD) algorithm for including arterial, intracranial, cardiac pressure, etc. has nonstationary pressure signals. The pressure signal is assumed been studied by Aboy et al. [4, 5]. They constructed a novel to be an autoregressive (AR) process, and a stochastically statistical model to describe the frequency variability of perturbed difference equation constraint model is used to pressure signals. In this synthetic pressure signal model, the describe the dynamics of the AR coefficients. The proposed effects of respiration were incorporated on arterial blood or Kalman filter frame uses variable number of measurements to intracranial pressure. Subsequently, a Kalman filter-based estimate the time-varying AR coefficients and yield the PSD PSD estimate algorithm, which is similar to [I]-[3], was estimation with better time-frequency resolution. Simulation developed by Aboy et aL for the synthetic pressure signals results show that the proposed algorithm achicvcs a better tim-freqults ncywthat rtsoutionosthanlconnti algorithms ftr [5]. Their spectral density estimate had an unsatisfactory time-frequency resolution than conventional algorithms for rslto nfeunydmi,bcuetecnetoa nonstationary pressure signals.resolution in frequency domain, because the conventional nonstationary pressure signals. Kalman filter only employed one measurement to update the AR coefficients so that the AR coefficient estimates had a
منابع مشابه
Power Spectral Density Estimation and Tracking of Nonstationary Pressure Signals based on Kalman Filtering
We describe an algorithm to estimate and track slow changes in power spectral density (PSD) of nonstationary pressure signals. The algorithm is based on a Kalman filter that adaptively generates an estimate of the autoregressive model parameters at each time instant. The algorithm exhibits superior PSD tracking performance in nonstationary pressure signals than classical nonparametric methodolo...
متن کاملEmpirical Bayes Estimation in Nonstationary Markov chains
Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical Bayes estimators for the transition probability matrix of a finite nonstationary Markov chain. The data are assumed to be of a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...
متن کاملNonparametric Estimation of Spatial Risk for a Mean Nonstationary Random Field}
The common methods for spatial risk estimation are investigated for a stationary random field. Because of simplifying, lets distribution is known, and parametric variogram for the random field are considered. In this paper, we study a nonparametric spatial method for spatial risk. In this method, we model the random field trend by a local linear estimator, and through bias-corrected residuals, ...
متن کاملTime-Frequency Signal Processing: A Statistical Perspective
Time-frequency methods are capable of analyzing and/or processing nonstationary signals and systems in an intuitively appealing and physically meaningful manner. This tutorial paper presents an overview of some time-frequency methods for the analysis and processing of nonstationary random signals, with emphasis placed on time-varying power spectra and techniques for signal estimation and detect...
متن کاملTime dependent autoregressive spectrum estimation of heart wall vibrations
We present a new method for estimation of spectrum transition of a nonstationary signals in low signal-to-noise ratio cases. Instead of basic functions which are employed by the previously proposed time-varying ARmodeling, we introduce the spectrum transition constraint in the cost function described by the partial correlation coe cients so that the method is applicable to noisy nonstationary s...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2006