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188    CHAPTER 9 Calibration of CGM systems




                         which is independent of and usually denser than U s (here a uniform 1-min step is
                         used). The virtual grid allows us to obtain a denser profile, which can be more easily
                         matched with SMBG samples (see Step 3). Moreover, S v starts from
                         t 1   100 min, to allow initial condition transient to vanish, so that the reconstruc-
                         tion of u B ðtÞ is not altered in the window of interest L.
                            Once all variables have been defined, having U s and U v both uniform, with
                         U s 4U v , the following matrix equation can be written as follows:
                                                  u   ¼ H$u     þ w                    (9.23)
                                                   IðLÞ     BðLÞ
                         where H is the n   N matrix obtained downsampling the N   N transfer matrix Hv
                         of the BG-to-IG system, maintaining only the rows correspondent to sampling
                         instants in S s . As vector u BðLÞ  contains samples of a BG profile, which is a biolog-
                         ical signal expected to have a certain smoothness, a double integrated white noise
                                                      2
                         model [41] of unknown variance l is chosen to describe entries of u  . Thus,
                                                                                   BðLÞ
                         its covariance matrix is
                                                              T     1
                                                           2
                                                  S     ¼ l F F                        (9.24)
                                                   u B ðLÞ
                         with F N   N Toeplitz lower-triangular matrix having ½1;  2; 1; 0; .; 0ŠT as the
                         first column. Assuming that u  and w are uncorrelated, the following quadratic
                                                 BðLÞ
                         optimization problem corresponds to the linear minimum error variance Bayesian
                         estimate of u  :
                                    BðLÞ
                                                        T
                                                                                   T
                           b u  ¼ argmin u      Hu      R  1  u    u     þ gu T  F Fu
                            BðLÞ          IðLÞ    BðLÞ        IðLÞ  BðLÞ      BðLÞ    BðLÞ
                                   u BðLÞ
                                                                                       (9.25)
                                             2
                         where parameter g ¼ , estimated by maximum likelihood [41] represents the
                                            s
                                             2
                         regularization term that balances the data fit with the smoothness of the estimated
                                            l
                         profile. The optimization problem of Eq. (9.25) admits a closed-form solution,
                         expressed as follows:
                                                  T   1      T     1  T   1
                                         b u  ¼ H R   H þ gF F    H R   u              (9.26)
                                          BðLÞ                           IðLÞ
                            For every SMBG measurement in vector u B (see Eq. 9.20), the BG profile b u  ,
                                                                                        BðLÞ
                         which depends on parameter vector p , is estimated inside the window L that
                                                         k
                         contains the time instant at which the SMBG sample t j ; j ¼ 1; :::; i is acquired.
                         Step 3: match between estimated BG and available SMBG
                         For each SMBG sample in vector u B , acquired at time t j ; j ¼ 1; .; i; the corre-
                         sponding estimated value of b u  at time t j is considered, by exploiting the vector
                                                 BðLÞ
                         b u B ðp Þ used in Eq. (9.21):
                             k
                                                                               T
                                          k
                                      b u B ðp Þ¼ b u B ðt 1 ; p Þ; .; b u B ðt i 1 ; p Þ; b u B ðt i ; p Þ  (9.27)
                                                     k
                                                                   k
                                                                           k
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