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216    CHAPTER 10 CGM filtering and denoising techniques




                         interval 25e28 h is greater than in 10e13 h. Therefore, different filtering would be
                         needed for denoising these two portions of the same signal.
                            To deal with the intraindividual variability of the SNR, the KF proposed so far
                         needs to be modified. In an online setting, the procedure of Eqs. (10.10)e(10.12),
                         instead of been used only at the beginning of the monitoring, that is, at time t on
                         the first time window containing N samples, should be repeated at time t þ 1,
                         t þ 2, ., with the N-size vector y, u, and v referred to a sliding temporal window
                         of length N. Obviously, in practical applications, N determines also the length of
                         a burn-in interval where no filtered data can be provided (in the previous application
                         on Menarini Glucoday system the length of the initial tuning interval was set to 6 h,
                         but this value may vary due to the sampling frequency of the CGM sensor).
                            Remark: so far, we assumed the measurement noise v(t)of Eq. (10.1) to be white
                         and Gaussian. In any case, the method we propose is general and flexible to these
                         assumptions. As far as whiteness is concerned, this implies that in Eq. (10.10) the
                         matrix B ¼ I N , where I N is an N-size identity matrix, should be suitably modified
                         to properly describe correlated noise, for example, autoregressive [4,35]. In addition,
                         Gaussanity is not strictly required because it simply ensures the global optimality of
                         the estimator in Eq. (10.9).



                         Conclusions
                         CGM data are affected by several sources of error, including bias errors due to
                         imperfect/loss of calibration or to the physics/chemistry of the sensor, and random
                         noise, which dominates the true signal at high frequency. Although calibration errors
                         were discussed in Chapter 9 of this book, in this chapter we have discussed the
                         denoising problem by online digital filtering. In particular, after having revised
                         the major challenges of CGM filtering, that is, it is impossible to determine real-
                         time filter parameters, and to adapt them to the individual SNR, we presented a
                         KF-based methodology and assessed its performance on both Monte Carlo simula-
                         tion and CGM data. The method has general applicability, also outside from the
                         CGM context, and can be also used to quantify the variance of measurement noise
                         on CGM data.



                         References
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                          [2] Kovatchev B, Anderson S, Heinemann L, Clarke W. Comparison of the numerical and
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                             1160e4.
                          [3] Kuure-Kinsey M, Palerm CC, Bequette BW. A dual-rate Kalman filter for continuous
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