Identification of physiological systems: a robust method for non-parametric impulse response estimation

@article{Westwick1997IdentificationOP,
  title={Identification of physiological systems: a robust method for non-parametric impulse response estimation},
  author={David T. Westwick and Robert E. Kearney},
  journal={Medical and Biological Engineering and Computing},
  year={1997},
  volume={35},
  pages={83-90}
}
The identification of non-parametric impulse response functions (IRFs) from noisy finite-length data records is analysed using the techniques of matrix perturbation theory. Based on these findings, a method for IRF estimation is developed that is more robust than existing techniques, particularly when the input is non-white. Furthermore, methods are developed for computing confidence bounds on the resulting IRF estimates. Monte Carlo simulations are used to assess the capabilities of this new… CONTINUE READING

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