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CGM denoising by Kalman filter    213




                  Assessment on data
                  The database used for the test consists of 24 time series, taken from a larger study
                  [10], collected in type-1 diabetic patients using the Glucoday system (Menarini
                  Diagnostics, Firenze, Italy). Both MA and the new KF have been applied.
                     Before filtering, the time series were preprocessed through a simple causal
                  nonlinear procedure, aimed at reducing the amplitudes of occasional nonphysiolog-
                  ical spikes. In particular, each glucose sample is compared with the previous one,
                  and, if the absolute difference (relative to the sampling period) is higher than
                  the physiological limit of 4 mg/dL per minute [33], it is corrected accordingly.
                  This hard-bounding procedure is similar to that employed within the Minimed
                  CGMS device [34].
                     The performance of the two filtering approaches has been assessed by consid-
                  ering both the delay measured by index T of Eq. (10.13) and the regularity of the
                  filtered signal (note that the RMSE as done previously in the simulation context),
                  measured by the smoothness relative gain (SRG) index, defined as


                                              ESODðyÞ  ESODðb uÞ
                                       SRG ¼                                   (10.14)
                                                   ESODðyÞ
                  where ESOD(u) denotes the energy of the second-order differences of a time series
                  u, a regularity index already proposed in a CGM prediction context in Ref. [14].
                  SRG is an index that varies between 0 and 1 and measures the relative amount of
                  signal regularity introduced by (low-pass) filtering.
                     Fig. 10.5 shows the results of the application of both MA (black dotted line) and
                  the new methodology (black solid line) on the same two representative real subjects
                  illustrated in Fig. 10.1. To better highlight the most important features coming out
                  from the comparison, two 6-h windows have been selected. For subject #10 (top
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                  panel) b s results equal to 17.1 mg /dL , quantitatively confirming the presence of
                  a rather low SNR, which could be also detected by eye inspection. KF produces a
                  very good denoising, with T ¼ 4.6 min lower than MA (where T ¼ 7.0 min), and
                  SRG ¼ 0.91 higher than MA (where SRG ¼ 0.90), meaning that it is able to perform
                  a similar smoothing introducing less delay. For subject #8 (bottom panel), where the
                  SNR appears lower than in subject #10 also by eye inspection, a lower value for the
                                                      2        2  2
                  measurement noise variance is estimated (b s ¼ 3.5 mg /dL ). From a quantitative
                  point of view, KF gives a profile with SRG ¼ 0.86 and T ¼ 1.4 min, while with
                  MA returns SRG ¼ 0.91 and T ¼ 3.5 min. Results highlight the fact that, in subject
                  #8, MA clearly produces oversmoothing, while KF, thanks to the individualization
                  of the parameters, correctly detects a high SNR. Table 10.2 reports mean (10th and
                  90th percentiles) values of T and SRG calculated on the 24 subjects of the dataset.
                  On average, we can observe that the SRG has been reduced only by 0.03, while the
                  delay T introduced by KF is significantly smaller ( 35%) than MA (P <.01,
                  Wilcoxon rank-sum test). Interestingly, the 10th and 90th percentiles of both T
                  and SRG correspond to rather wide intervals, suggesting that KF, with parameters
                  tuned according to the statistically based criterion and according to the individual
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