njit-etd2003-081 - New Jersey Institute of Technology

njit-etd2003-081 - New Jersey Institute of Technology njit-etd2003-081 - New Jersey Institute of Technology

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219 Columns 8 through 13 -0.0114 0.0063 0.0139 0.0169 0.0216 0.0175 0.0182 0.0182 0.0181 0.0180 0.0177 0.0174 A= Columns 1 through 7 1.0000 -0.9960 -0.0000 -0.0000 -0.0000 -0.0000 -0.0000 0 0.0041 0.0058 0.0058 0.0058 0.0058 0.0058 Columns 8 through 11 >> -0.0000 0.0000 0.0000 -0.0019 0.0058 0.0058 0.0058 0.0041 The information in the theta format is displayed by the present command present(th) and the results are shown above. This spells out the information in the calculated model th. Depending on the character of the underlying model structure, the information is given Estimated standard deviations for the parameters are always supplied. For multivariable ARX models and for state-space matrices, the standard deviations are given as imaginary numbers added to the parameters. For the polynomials they are given as a second row. For the case shown above, the polynomial coefficients and their standard

220 deviations are interpreted as A(q) =1 — 0.9960q -1 — 0.0019e 0 and the standard deviation of "1" is zero (naturally enough, since it is not estimated). The standard deviation of al is 0.0041, a 2 through a9 is 0.0058 and a10 is 0.0041. Note that leading zeros in the B(q) polynomial indicate the delay. In this case, Figure 5.56 shows the actual iibi output (derived HRV signal) (blue) and the estimated model simulated output (green). From this figure, it is cleared that the simple ARX model does not estimate the amplitude of the HRV output well. However, the period of the simulated output mimics the heart rate variability period very closely. The period of the iibi signal is the desired information needed to be obtained from the model and the amplitude needs not be matched exactly since the iibi of the ECG gives twice the HRV information. The estimated model provides the period variation information and this is all one can ask for out of the simple ARX model provided by the System Identification.

219<br />

Columns 8 through 13<br />

-0.0114 0.0063 0.0139 0.0169 0.0216 0.0175<br />

0.0182 0.0182 0.0181 0.0180 0.0177 0.0174<br />

A=<br />

Columns 1 through 7<br />

1.0000 -0.9960 -0.0000 -0.0000 -0.0000 -0.0000 -0.0000<br />

0 0.0041 0.0058 0.0058 0.0058 0.0058 0.0058<br />

Columns 8 through 11<br />

>><br />

-0.0000 0.0000 0.0000 -0.0019<br />

0.0058 0.0058 0.0058 0.0041<br />

The information in the theta format is displayed by the present command<br />

present(th) and the results are shown above. This spells out the information in the<br />

calculated model th. Depending on the character <strong>of</strong> the underlying model structure, the<br />

information is given<br />

Estimated standard deviations for the parameters are always supplied. For<br />

multivariable ARX models and for state-space matrices, the standard deviations are given<br />

as imaginary numbers added to the parameters. For the polynomials they are given as a<br />

second row. For the case shown above, the polynomial coefficients and their standard

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