Adaptive AR modeling of nonstationary time series by means of Kalman filtering

被引:224
|
作者
Arnold, M [1 ]
Miltner, WHR
Witte, H
Bauer, R
Braun, C
机构
[1] Univ Jena, Inst Med Stat Comp Sci & Documentat, D-07740 Jena, Germany
[2] Univ Jena, Inst Psychol, D-07740 Jena, Germany
[3] Univ Jena, Inst Pathophysiol, D-07740 Jena, Germany
[4] Univ Tubingen, Inst Med Psychol & Behav Neurosci, D-72070 Tubingen, Germany
关键词
associative learning; blood pressure; cardiorespirography; (partial) coherence; conditional somato-sensoric stimuli; EEG; heart rate; Kalman filter; linear dependence; respiration; synchrony; time-varying multivariate autoregression;
D O I
10.1109/10.668741
中图分类号
R318 [生物医学工程];
学科分类号
0831 ;
摘要
An adaptive on-line procedure is presented for autoregressive (AR) modeling of nonstationary multivariate time series by means of Kalman filtering. The parameters of the estimated time-varying model can be used to calculate instantaneous measures of linear dependence. The usefulness of the procedures in the analysis of physiological signals is discussed in two examples: First, in the analysis of respiratory movement, heart rate fluctuation, and blood pressure, and second, in the analysis of multichannel electroencephalogram (EEG) signals. It was shown for the first time that in intact animals the transition from a normoxic to a hypoxic state requires tremendous short-term readjustment of the autonomic cardiac-respiratory control. An application with experimental EEG data supported observations that the development of coherences among cell assemblies of the brain is a basic element of associative learning or conditioning.
引用
收藏
页码:553 / 562
页数:10
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