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186    CHAPTER 9 Calibration of CGM systems




                         where u B is the i   1 vector containing the SMBG samples acquired at calibration
                         times t j ; j ¼ 1; .; i ði ¼ 1; .; MÞ:
                                                                       T
                                           u B ¼½u B ðt 1 Þ; .; u B ðt i   1Þ; u B ðt i ފ  (9.20)
                         b u B is the i   1 vector (function of the model parameters), obtained transforming the
                         i   1 vector y , containing y I ðt j Þ, j ¼ 1; :::; i, into BG values. Both the BG-to-IG ki-
                                    I
                         netics and the calibration model are considered in the transformation (as discussed
                         later). The i   1 vector w represents the error. Note that the length i of the vectors
                         increases of one unit each time a new SMBG is acquired for calibration, as all pre-
                         vious measurements are anyway considered.
                            The unknown parameters vector p is estimated by exploiting the data contained
                         in u B and y in addition to some a priori knowledge on the distribution of p, derived
                                  I
                         from a data training set (details in Section Implementation). In particular, the a priori
                         distribution of the parameters vector p has mean m and covariance matrix S p . The
                                                                  p
                         error vector w is assumed to contain white noise samples, uncorrelated from p, with
                         zero mean and diagonal covariance matrix S w . The error variance is assumed con-
                                                          2
                                                  2
                         stant over time, that is, S w ¼ s $ I and s is estimated from the training set (details
                                                          w
                                                  w
                         in Section Implementation).
                            The Bayesian maximum a posteriori estimate of p is obtained by solving the
                         following optimization problem:
                                                                         T   1
                                                T
                                                   1
                            b p ¼ argmin½u B   b u B ðpފ S w  ½u B   b u B ðpފ þ m   p S p  m   p  (9.21)
                                                                   p
                                                                               p
                                  p
                         which, given the presence of nonlinearities, does not have a closed-form solution.
                         Thus, the estimate b p is found by looking iteratively into the parameter space. The
                         iterative procedure, schematically described by the diagram of Fig. 9.7, is summa-
                         rized in five steps:
                         •  (i) initialization of parameter vector p;
                         •  (ii) estimation of IG profile b u I ðtÞ according to the calibration model of Eq.
                            (9.15);
                         •  (iii) estimation of BG profile, b u B ðtÞ accounting for the distortion introduced by
                            the BG-to-IG kinetics, through nonparametric deconvolution;
                         •  (iv) matching between SMBG measurements and b u B ðtÞ;
                         •  (v) update of the parameter vector for the next iteration.
                            The following subsections describe individually each of these five steps.

                         Step 0: parameter initialization
                         At the first iteration of the ith calibration (i ¼ 1; :::; M) the parameter vector is
                         initialized to the mean value of the prior distribution, p ¼ m p
                                                                      0
                         Step 1: use of calibration model
                         At each iteration k (k ¼ 0; 1; :::; Niter), the interstitial glucose u I ðtÞ is estimated
                         from the current signal y I ðtÞ by inverting Eq. (9.15), which depends on the parameter
                         vector p :
                                k
                                                           y I ðtÞ
                                                b u I ðt; p Þ¼      b                  (9.22)
                                                     k
                                                         sðt; s 2 ; s 3 Þ
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