Blind deconvolution of the aortic pressure waveform using the Malliavin calculus
Summary: Multichannel Blind Deconvolution (MBD) is a powerful tool particularly for the identification and estimation of dynamical systems in which a sensor, for measuring the input, is difficult to place. This paper presents an MBD method, based on the Malliavin calculus MC (stochastic calculus of variations). The arterial network is modeled as a Finite Impulse Response (FIR) filter with unknown coefficients. The source signal central arterial pressure CAP is also unknown. Assuming that many coefficients of the FIR filter are time-varying, we have been able to get accurate estimation results for the source signal, even though the filter order is unknown. The time-varying filter coefficients have been estimated through the proposed Malliavin calculus-based method. We have been able to deconvolve the measurements and obtain both the source signal and the arterial path or filter. The presented examples prove the superiority of the proposed method, as compared to conventional methods.
- Multichannel blind deconvolution using the stochastic calculus for the estimation of the central arterial pressure
- scientific article; zbMATH DE number 2222576
- A unified balanced approach to multichannel blind deconvolution
- Neural blind deconvolution of MIMO noisy channels
- Blind Signal Deconvolution as an Instantaneous Blind Separation of Statistically Dependent Sources
- A Comparative Study of Approximate Joint Diagonalization Algorithms for Blind Source Separation in Presence of Additive Noise
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
- A generalized clark representation formula, with application to optimal portfolios
- Blind deconvolution for jump-preserving curve estimation
- Blind separation of instantaneous mixtures of nonstationary sources
- Fractal time series -- A tutorial review
- Fractals and hidden symmetries in DNA
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 785439 (Why is no real title available?)
- Instantaneous frequency estimation using stochastic calculus and bootstrapping
- MALLIAVIN CALCULUS FOR THE ESTIMATION OF TIME-VARYING REGRESSION MODELS USED IN FINANCIAL APPLICATIONS
- Multichannel blind deconvolution using the stochastic calculus for the estimation of the central arterial pressure
- Multimodal signal processing for the analysis of cardiovascular variability
- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
- Statistical inference for ergodic diffusion processes.
- Stochastic differential equations. An introduction with applications.
This page was built for publication: Blind deconvolution of the aortic pressure waveform using the Malliavin calculus
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1958792)