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Linear and nonlinear ARMA model parameter estimation using an artificial neural network

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2 Author(s)
Chon, K.H. ; Div. of Health Sci. & Technol., MIT, Cambridge, MA, USA ; Cohen, R.J.

Addresses parametric system identification of linear and nonlinear dynamic systems by analysis of the input and output signals. Specifically, the authors investigate the relationship between estimation of the system using a feedforward neural network model and estimation of the system by use of linear and nonlinear autoregressive moving-average (ARMA) models. By utilizing a neural network model incorporating a polynomial activation function, the authors show the equivalence of the artificial neural network to the linear and nonlinear ARMA models. They compare the parameterization of the estimated system using the neural network and ARMA approaches by utilizing data generated by means of computer simulations. Specifically, the authors show that the parameters of a simulated ARMA system can be obtained from the neural network analysis of the simulated data or by conventional least squares ARMA analysis. The feasibility of applying neural networks with polynomial activation functions to the analysis of experimental data is explored by application to measurements of heart rate (HR) and instantaneous lung volume (ILV) fluctuations.

Published in:

Biomedical Engineering, IEEE Transactions on  (Volume:44 ,  Issue: 3 )

Date of Publication:

March 1997

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