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The Bayesian approach applied to the calibration problem  187




















                  FIGURE 9.7
                  Flowchart of the iterative procedure for the estimation of the calibration model parameters
                  (parallelograms denote input/output blocks, whereas the diamond denotes the decision
                  block). Starting from initial vector p 0 , at each iteration k the parameter vector is updated,
                  according to the input values y I (current signal) and u B (blood glucose samples), using
                  the calibration model of Eq. (9.15) and compensating for the blood-to-interstitial glucose
                  kinetics.
                  Taken from Acciaroli G, Vettoretti M, Facchinetti A, Sparacino G, Cobelli C. Reduction of blood glucose mea-
                   surements to calibrate subcutaneous glucose sensors: a Bayesian multiday framework. IEEE Transactions on
                                                       Biomedical Engineering 2018;65(3):587e595.

                  Step 2: compensation of BG-to-IG kinetics
                  The IG profile obtained at Step 1, b u I ðt; p Þ, cannot be directly matched to SMBG
                                                   k
                  measures, u B ðtÞ. Indeed, the distortion induced by BG-to-IG kinetics needs to be
                  compensated first. As already discussed in Section Critical aspects affecting calibra-
                  tion, the IG profile can be seen as the output of a first-order linear dynamic system
                  whose impulse response is given by Eq. (9.13) and whose input is the BG profile.
                  Thus, the estimation of b u B ðt; p Þ from b u I ðt; p Þ is an inverse problem that can be
                                           k
                                                       k
                  solved by deconvolution. In particular, to reconstruct the BG profile from the IG
                  profile a nonparametric stochastic approach [41] is used.
                     For computational reasons, the deconvolution is applied to temporal windows
                  containing the time instant t j ; j ¼ 1; :::; i at which each SMBG is acquired. Practi-
                  cally, for each of the i BG measures collected in vector u B , a time window L
                  from t i   100 to t i þ 5 min is considered. Letting u I ðLÞ be the n   1 vector con-
                  taining the IG measures estimated at the previous step at the sampling instants lying
                  in L; a uniform sampling grid, with a 5-min step, can be defined:
                  U s ¼ t 1 ; t 2 ; .; t n . In addition, w is defined as the n   1 vector of measurement
                  error wðtÞ at time instants in U s , assumed to have zero mean and covariance matrix
                                 2
                         2
                  S w ¼ s R, with s unknown constant and Rn   n known matrix whose structure
                  reflects expectations on measurement error variance (here, R ¼ In, as the error
                  samples are assumed to be uncorrelated from the current signal and with variance
                  constant over time). The vector u B ðLÞ is defined as the N   1 unknown vector con-
                  taining samples of u B ðtÞ at time instants on a virtual grid v ¼ tv 1 ; tv 2 ; .; tv N ,
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