1991
DOI: 10.1152/ajpheart.1991.260.3.h998
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Autoregressive analysis of aortic input impedance: comparison with Fourier transform

Abstract: We evaluated the advantages of the autoregressive (AR) model over the conventional Fourier transform in estimating aortic input impedance. In 10 anesthetized open-chest dogs, we digitized aortic pressure and flow at 200 Hz for 51.20 s under random ventricular pacing and subdivided them into five segments. We obtained aortic input impedance over the frequency range of 0.1-20 Hz both by AR model and by Fourier transform for various lengths of data, i.e., from one to four consecutive segments. For any given data … Show more

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Cited by 7 publications
(2 citation statements)
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“…In addition, the multichannel autoregressive process models reciprocal influences of the first variable on the second one and vice versa by summing weighted past values from the alternate time series. It is particularly suitable for the analysis of closed‐loop interactions between linear systems under stationary conditions (Kubota et al 1991; Patton et al 1996; Nakata et al 1998). The squared coherence, transfer function gain and phase shift between RR and SP were calculated after Fourier transformation of the multivariate autoregressive coefficients.…”
Section: Methodsmentioning
confidence: 99%
“…In addition, the multichannel autoregressive process models reciprocal influences of the first variable on the second one and vice versa by summing weighted past values from the alternate time series. It is particularly suitable for the analysis of closed‐loop interactions between linear systems under stationary conditions (Kubota et al 1991; Patton et al 1996; Nakata et al 1998). The squared coherence, transfer function gain and phase shift between RR and SP were calculated after Fourier transformation of the multivariate autoregressive coefficients.…”
Section: Methodsmentioning
confidence: 99%
“…Time-domain analysis. The time-domain technique of bivariate autoregression has been used also to estimate a transfer function (22). Bivariate autoregressions (20) can be fit to the original time series by using the Yule-Walker equations, which define the relationships between the covariance functions, the crosscovariance function, and the autoregression matrices (18,41).…”
Section: Applied Transfer Function Analysismentioning
confidence: 99%