A weighted-principal component regression method for the identification of physiologic systems

We introduce a system identification method based on weighted-principal component regression (WPCR). This approach aims to identify the dynamics in a linear time-invariant (LTI) model which may represent a resting physiologic system. It tackles the time-domain system identification problem by considering, asymptotically, frequency information inherent in the given data. By including in the model only dominant frequency components of the input signal(s), this method enables construction of candidate models that are specific to the data and facilitates a reduction in parameter estimation error when the signals are colored (as are most physiologic signals). Additionally, this method allows incorporation of preknowledge about the system through a weighting scheme. We present the method in the context of single-input and multi-input single-output systems operating in open-loop and closed-loop. In each scenario, we compare the WPCR method with conventional approaches and approaches that also build data-specific candidate models. Through both simulated and experimental data, we show that the WPCR method enables more accurate identification of the system impulse response function than the other methods when the input signal(s) is colored