2013
DOI: 10.1177/193229681300700220
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Model Identification Using Stochastic Differential Equation Grey-Box Models in Diabetes

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Cited by 55 publications
(41 citation statements)
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“…In a more realistic clinical setup, the parameter estimation can be done at a lesser frequency, for example once a day, using maximum likelihood estimation or maximum a posteriori estimation. [33][34][35] A previous work showed the feasibility of model identification using CGM data only. 35 The parameter estimation also allows to quantify the degree of uncertainty of the states, σ, which is then used in the CDUKF.…”
Section: Discussionmentioning
confidence: 99%
“…In a more realistic clinical setup, the parameter estimation can be done at a lesser frequency, for example once a day, using maximum likelihood estimation or maximum a posteriori estimation. [33][34][35] A previous work showed the feasibility of model identification using CGM data only. 35 The parameter estimation also allows to quantify the degree of uncertainty of the states, σ, which is then used in the CDUKF.…”
Section: Discussionmentioning
confidence: 99%
“…UKF and observers using sigma points in general rely on the assumption that the state variables and disturbances have Gaussian distribution. However, it has been reported [24] that the blood glucose concentration usually follows lognormal distribution instead of the Gaussian distribution. Therefore, we introduced the transformation T , which substitutes selected elements of a vector or matrix with their natural logarithm if they are positive real numbers.…”
Section: A Observermentioning
confidence: 99%
“…We augment this model with the CGM noise model developed by Facchinetti et al (2014), and we reformulate this model as a stochastic differential equation-grey box (SDE-GB) model as in Duun-Henriksen et al (2013). A SDE-GB model is a model in the form…”
Section: Physiological Modelmentioning
confidence: 99%
“…They usually consist either of a system of ordinary differential equations (ODEs) (e.g. the models developed by Hovorka et al (2004); Kanderian et al (2009);Dalla Man et al (2014)), or a system of stochastic differential equations (SDEs) (Duun-Henriksen et al (2013)). The former uses in most cases least squares fitting, while the latter uses maximum likelihood for parameter identification.…”
Section: Introductionmentioning
confidence: 99%