Robust algorithm for estimation of time-varying transfer functions.

Abstract

We introduce a new method to estimate reliable time-varying (TV) transfer functions (TFs) and TV impulse response functions. The method is based on TV autoregressive moving average models in which the TV parameters are accurately obtained using the optimal parameter search method which we have previously developed. The new method is more accurate than the recursive least-squares (RLS), and remains robust even in the case of significant noise contamination. Furthermore, the new method is able to track dynamics that change abruptly, which is certainly a deficiency of the RLS. Application of the new method to renal blood pressure and flow revealed that hypertensive rats undergo more complex and TV autoregulation in maintaining stable blood flow than do normotensive rats. This observation has not been previously revealed using time-invariant TF analyses. The newly developed approach may promote the broader use of TV system identification in studies of physiological systems and makes linear and nonlinear TV modeling possible in certain cases previously thought intractable.