Methods Inf Med 2007; 46(02): 102-109
DOI: 10.1055/s-0038-1625375
Original Article
Schattauer GmbH

An Approach to Estimate Time-varying Casual Coherence Function

H. Zhao
1   Department of Biomedical Engineering, State University of New York at Stony Brook, NY, USA
,
K. Ju
1   Department of Biomedical Engineering, State University of New York at Stony Brook, NY, USA
,
K. H. Chon
1   Department of Biomedical Engineering, State University of New York at Stony Brook, NY, USA
› Author Affiliations
Further Information

Publication History

Publication Date:
11 January 2018 (online)

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Summary

Objectives : This paper describes the development of a model-based approach to estimating both open-loop and causal time-varying coherence functions (TVCF). Theoretical derivations of the coherence bounds using the proposed approach are also provided.

Methods : A time-varying vector autoregressive (VAR) model was used to estimate both open-loop and causal TVCF. The time-varying optimal parameter search method was employed to identify the time-varying model coefficients as well as the model order of the VAR model.

Results : Simulation results revealed interesting observations, and they were corroborated using experimental renal blood pressure and flow data. Specifically, experimental data showed that in certain cases, the calculation of the open-loop TVCF might provide incorrect interpretation of the results when the system under investigation was a closed-loop system, which is consistent with theoretical derivations.

Conclusions : The use of the closed-loop TVCF not only provides quantitative assessment of the coupling between the two signals, but it also provides valuable insights into the composition of the physical structure of the system.