Biomedical Engineering Reference
In-Depth Information
Algorithm 1 PCA based on the SVD of the observed data matrix
1: Store the N observed data samples into matrix X =[ x 1 , x 2 ,..., x N ] .
2: Compute the SVD of the data matrix as X = UDV T .
3: Recover the principal directions in the columns of matrix U .
4: Recover the principal component samples in the columns of matrix Z = DV T .
Dimensionality reduction can be performed by discarding the singular vectors associated with
negligible singular values in Steps 3-4 (see Sect. 3.2.2.3 for details).
using an observation model well adapted to the PCA approach. Indeed, model ( 3.1 )
can be written as
x i = M θ i + n i ,
(3.12)
θ i = α i i a ( 1) i i ] T . Thus, the information
contained in the current T wave is summarized by a few parameters, represented
by vector
where M
= v 1 , v 2 , 1I ] and
θ i , using some global knowledge, condensed into matrix M , over the
total amount of data. In general, the columns of M are not orthogonal, i.e., M
T
M
is not a diagonal matrix, because there is no evidence that vectors v 1 , v 2 and 1I
are mutually orthogonal. As a result, the principal directions of x i are unlikely to
coincide with these vectors.
To overcome this problem, we will first remove the contribution of the offset
vector from the original T-wave data by making use of the dimensionality reduction
capabilities of PCA recalled in Sect. 3.2.2.3 . To this end, we minimize the MSE ( 3.7 )
but fixing the projection vector h = 1I . This leads to the minimization of function
E { x i 1I z
2
T
}
with respect to the linear combination vector w , with z = w
x i .
2 and the offset-corrected
From Eqs. ( 3.7 )and( 3.8 ), it turns out that w = 1I / 1I
data are thus given by
2 x i =
T
T
1I1I
1I1I
x i = x i
I
x i .
(3.13)
1I
1I
2
This is the orthogonal projection of the original T-wave data x i onto the orthogonal
complement of vector 1I , as could be intuitively expected. Now the overall variance
of the offset-corrected observations is mainly due to the scaled T and alternans
waves only, so we can write
˜
x i = ˜
M
θ i + n i ,
(3.14)
where ˜
M =[ v 1 , v 2 ] , ˜
1) i ] T ,and n i is the noise term n i in Eq. ( 3.12 )
after projection ( 3.13 ). As a result, PCA should now produce dominant principal
directions u 1 and u 2 related to v 1 and v 2 , so that vector ˜
θ i =[ α i i a (
θ i can be estimated in the
least square sense by
θ i = ˜
˜
T x i .
M
(3.15)
Assuming that the alternans effect is now condensed in ˜
θ i , the detection is
performed over this set of data. An alternative but equivalent development is given
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