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J Appl Physiol 81: 2274-2286, 1996;
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Journal of Applied Physiology
Vol. 81, No. 5, pp. 2274-2286, November 1996
CONTROL OF BREATHING, CIRCULATION, AND TEMPERATURE

modeling in physiology

Statistical properties of breath-to-breath variations in ventilation at constant PETCO2 and PETO2 in humans

Pei-Ji Liang, Jaideep J. Pandit, and Peter A. Robbins

University Laboratory of Physiology, Parks Road, Oxford OX1 3PT, United Kingdom

ABSTRACT
INTRODUCTION
METHODS
RESULTS
DISCUSSION
APPENDIX
ACKNOWLEDGEMENTS
FOOTNOTES
REFERENCES


ABSTRACT

Liang, Pei-Ji, Jaideep J. Pandit, and Peter A. Robbins. Statistical properties of breath-to-breath variations in ventilation at constant PETCO2 and PETO2 in humans. J. Appl. Physiol. 81(5): 2274-2286, 1996.---The purpose of this study was to provide a statistical description of the breath-to-breath variations in ventilation during steady breathing in both rest and during light exercise, with the end-tidal gases controlled by using an end-tidal forcing system. Sixty data sets were studied, only one of which was white (i.e., did not show autocorrelation). Three simple autoregressive moving average (ARMA) models, i.e., AR1, AR2, and AR1MA1, and one simple state-space model were fitted to the data and resulted in white residuals in 15, 31, 46, and 48 out of 60 occasions, respectively. Evolutionary spectral analysis revealed that only 13 data sets had a constant power spectrum, although 50 were uniformly modulated. An autoregressive estimate of variance could be used to "demodulate" the data in most cases, but the results were not significantly affected by fitting the model to the demodulated data. The results indicate that 1) both simple ARMA models and a simple state-space model can describe the autocorrelation present; 2) variations in spectral power were present in the data that cannot be described by these models; and 3) these variations were often due to a uniform modulation and did not significantly affect the coefficients for the models. For these kinds of data, a heteroscedastic form of state-space model provides an attractive theoretical structure for the noise processes.

time-series models; state-space model; constant power spectrum; uniform modulation; heteroscedastic form; end-tidal partial pressure of oxygen; end-tidal partial pressure of carbon dioxide


INTRODUCTION

IN THE EARLY 1960S, Priban (17) demonstrated statistically that, in resting human subjects, successive breaths were correlated. Since this study, a number of investigators have used a variety of models to describe the breath-to-breath variation in breathing (1, 3, 8, 9, 11, 13, 15). These studies cover a wide range of different conditions, including studies of breathing in animals as well as in humans, studies during sleep and anesthesia as well as during consciousness, and studies in the presence of changing stimulation as well as in the presence of steady stimulation. This makes the results from these studies difficult to compare. Furthermore, many of these studies are somewhat limited in scope. In particular 1) the investigators often have not examined some of the basic statistical properties of the sequences before applying their models to their data; 2) the investigators often have studied only one model rather than undertaking a comparison across a range of possible models; and 3) the investigators often have not checked the adequacy of the model for describing the correlation once the model had been fitted.

The present study attempts to meet some of the criticisms that can be leveled against these earlier studies. It focuses on steady breathing in conscious humans during both rest and mild exercise under euoxic conditions. The CO2 was slightly elevated compared with air breathing so that the technique of end-tidal forcing could be used to hold end-tidal PCO2 and PO2 (PETCO2 and PETO2, respectively) as constant as possible. The reason for this was that we wished to concentrate on the statistical properties of the ventilatory controller in the open-loop setting rather than on the properties of the entire closed-loop system, which would include the dynamics of the gas stores within the body. Thus the purpose of the study was to provide a statistical description of the breath-by-breath ventilatory sequences associated with the respiratory controller in an open-loop state in conscious humans.

As well as the description's own intrinsic interest, it has a particular application for studies of the respiratory control system using the end-tidal forcing technique to generate dynamic stimuli in the end-tidal gases. These studies often involve fitting one or more models to the ventilatory sequences obtained, and to do this the model should contain elements to describe both the deterministic and the stochastic parts of the process. Therefore, a particular aim of the present study was to develop a suitable structure for the stochastic part of such models.


METHODS

Data

The experimental data came from a previously published study from our laboratory (16). Experiments were performed on five subjects, with two different protocols each lasting 43 min. In the first protocol ( protocol A ), the subject was at rest, and the PETCO2 was held constant at 2-5 Torr above the subject's natural resting value. In the second protocol ( protocol B ), the subject undertook exercise at 70 W, and the PETCO2 was held at 2-5 Torr above the subject's natural value during exercise. During both protocols, PETO2 was held at 100 Torr. Each protocol was repeated six times for each subject.

Ventilatory data during steady-state breathing were used for model fitting and statistical analysis. Data collected during the first 50 breaths for protocol A and the first 300 breaths for protocol B were discarded to remove any initial transients in the response.

Model-Independent Statistical Analysis

The mean value for ventilation together with any linear trend term were removed from the data before any statistical analysis and model fitting was undertaken. The values for the mean ventilations and the trend terms are shown in Table 1.

Table 1. Mean ventilation and linear trend term during rest and exercise for each subject


Subject No. No. of Data Sets Ventilation, l/min Linear Trend, l · min-1 · min-1

797
  Rest 6 13.58 ± 2.227  0.033 ± 0.0565 
  Exercise 6 40.30 ± 2.443  0.064 ± 0.1040 
799
  Rest 6 8.73 ± 0.996  0.007 ± 0.0310 
  Exercise 6 32.91 ± 4.354  0.107 ± 0.1264 
800
  Rest 6 13.93 ± 1.409  0.024 ± 0.0534 
  Exercise 6 47.39 ± 4.328  0.158 ± 0.2423 
807
  Rest 6 33.31 ± 1.676   -0.014 ± 0.0342 
  Exercise 6 57.15 ± 5.298  0.194 ± 0.2283 
811
  Rest 6 12.63 ± 1.900   -0.020 ± 0.0615 
  Exercise 6 52.56 ± 6.646  0.051 ± 0.1461

Values are means ± SD.

Specific periodicities. Spectral analysis was used to investigate whether there were any specific periodicities in the data. For each data set, a smoothed periodogram was calculated by using a modified Daniell window. The modified Daniell window was obtained by combining three Daniell windows of lengths of 3, 5, and 7. The ratio of the estimated spectral density ĥ(omega ) over its real value h(omega ) approximately follows a chi 2 distribution such that {ĥ(omega )/h(omega )} ~ achi 2v, with both values of a and v determined by the window and the length of the original data set (19). This enables the 95% confidence intervals for the spectral density to be calculated.

Truncation of each data set from the same subject and the same protocol to the same length ensures that the estimated spectral density ĥ(omega ) over its real value h(omega ) will follow a chi 2 distribution with the same degrees of freedom v for each of the data sets (since this depends entirely on the structure of the window and the length of the data set). Thus the average value for the six estimated spectral densities (for the same subject and the same protocol) over its real value will also follow a chi 2 distribution, with the degrees of freedom being simply six times that of the original data sets (6v). This enables the 95% confidence intervals for the mean spectral density to be calculated in a similar way to that used for the spectral densities from the individual data sets.

Evolutionary spectral analysis. Evolutionary spectral analysis is a technique for assessing whether there are changes occurring in the power spectrum of a series over time (1820). The principle is to apply a double window in both time and frequency domains to calculate values for evolutionary spectral density corresponding to the selected times and frequencies. First, the estimate (Ut) for the spectrum for a central frequency of angular velocity omega 0 is calculated by using
U<SUB><IT>t</IT></SUB> = <LIM><OP>∑</OP><LL><IT>u</IT> = − ∞</LL><UL>∞</UL></LIM> <IT>g<SUB>u</SUB>X</IT><SUB><IT>t</IT> − <IT>u</IT></SUB><IT>e</IT><SUP>− &ohgr;<SUB>0</SUB>(<IT>t</IT> − <IT>u</IT>)</SUP> (1)
where {Xt} is the data sequence to be analyzed and gu is a Bartlett window given by
<IT>g</IT><SUB><IT>u</IT></SUB> = <FENCE><AR><R><C>1/<FENCE>2<RAD><RCD><IT>h</IT>&pgr;</RCD></RAD></FENCE></C><C>‖<IT>u</IT>‖ ≤ <IT>h</IT></C></R><R><C>0</C><C>otherwise</C></R></AR></FENCE> (2)
where h was chosen at 7 (see Eqs. 11.2.57 and 11.2.52 in Ref. 19). This choice of h gives a bandwidth in the frequency domain of (pi /h)/(2pi ) = 1/14. So the spacings between the selected central frequencies were chosen as 3/40 (giving central frequencies of 1/40, 4/40, 7/40, 10/40, 13/40, 16/40, and 19/40). From this, estimates of the spectrum (Vt) for the selected central time points are calculated by using
V<SUB><IT>t</IT></SUB> = <LIM><OP>∑</OP><LL><IT>v</IT> = − ∞</LL><UL>∞</UL></LIM> <IT>w</IT><SUB><IT>T</IT> ′,<IT>v</IT></SUB>‖U<SUB><IT>t</IT> − <IT>v</IT></SUB>‖<SUP>2</SUP> (3)
where the weight function wT ',t (corresponding to a Daniell window) is given by
<IT>w</IT><SUB><IT>T</IT> ′,<IT>t</IT></SUB> = <FENCE><AR><R><C>1/<IT>T</IT> ′</C><C>−<IT>T</IT> ′/2 ≤ <IT>t</IT> ≤ <IT>T</IT> ′/2</C></R><R><C>0</C><C>otherwise</C></R></AR></FENCE> (4)
where T ' is a window length, and it was chosen as 100 (see Eqs. 11.2.58 and 11.2.53 in Ref. 19). Vt is an (approximately) unbiased estimate of the (weighted) average value of the power spectrum at the frequency omega 0 in the neighborhood of the time instant t (19). A two-way analysis of variance on the logarithmic values of the spectral density using factors of time and frequency is then applied to test whether there is significant variation in the spectral density with time.

An example of this form of analysis is shown in Table 2 for subject 797 at rest. The values for logarithmic spectral densities for selected time and frequency points are listed in Table 2, whereas the results of variance analysis are listed in Table 3. The first step is to test the "interaction + residual" term [chi 2 = (sum of squares)/sigma 2; in this study, sigma 2 = 4h/3T ' = (4 × 7)/(3 × 100) = 7/75 (see Ref. 20), where h and T ', selected to be 7 and 100, respectively, are the parameters for the windows of the frequency and time domains]. If the interaction is not significant, we conclude that the sequence is a uniformly modulated process and proceed to examine the "between times" term. The sequence is accepted as having a constant power spectrum provided the between times term is not significant.

Table 2. Example of evolutionary spectral densities (log) for subject 797 at rest


Central Breath No. Central Frequency, Hz
1/40 4/40 7/40 10/40 13/40 16/40 19/40

60  -0.28  -0.64  -1.43  -1.69  -2.18  -1.93  -2.06
160  -0.29  -1.00  -0.74  -0.88  -1.32  -1.13  -2.03
260  -0.03  -0.99  -1.15  -0.93  -2.08  -2.32  -2.02
360  -0.57  -0.36  -0.05  -0.76  -1.19  -1.16  -0.84
460 0.88 0.10  -0.76  -0.48  -0.97  -1.44  -2.06
560 0.28  -1.20  -1.66  -1.49  -1.69  -1.74  -1.42

Table 3. Analysis of variance for evolutionary spectral densities in Table 2


Item Degrees of Freedom Sum of Squares  chi 2 = (sum of squares/sigma 2)

Between times 5 3.95 42.27
Between frequencies 6 13.81 147.97
Interaction + residual 30 4.86 52.12
Total 41 22.62 242.36

Using the particular windows described above and data that had been simulated to correspond closely in structure and length to the experimental data, we found that the analysis was oversensitive. Based on these simulation results, we used a value of chi 2 corresponding to P value of 0.0025 as significant for this test (see DISCUSSION). In the example in Table 3, the value of chi 2 for interaction + residual results in a P value of 0.0074, which implies that the sequence analyzed can be accepted as uniformly modulated. However, the value of chi 2 for between times is high, which results in a P value close to zero and means that the sequence cannot be accepted as having a constant power spectrum.

All the statistical calculations were done by using S-plus statistical software (Statistical Sciences UK, Oxford, UK).

Model-Dependent Statistical Analysis

Two simple linear time-independent approaches to modeling the sequences were employed. The first is the simple autoregressive moving average (ARMA) model. The second is a simple model in state-space form. Both of these models have a time-independent structure. Both of the models assume there is no exogenous input. These assumptions are explored further in both RESULTS and DISCUSSION.

Simple ARMA model fitting. The general form for an ARMA model is
<IT>y</IT>(<IT>t</IT>) − <IT>a</IT><SUB>1</SUB> <IT>y</IT>(<IT>t</IT> − 1) − &z.ccirf; &z.ccirf; &z.ccirf; − <IT>a</IT><SUB><IT>p</IT></SUB> <IT>y</IT>(<IT>t</IT> − <IT>p</IT>) (5)
= &egr;(<IT>t</IT>) − <IT>c</IT><SUB>1</SUB>&egr;(<IT>t</IT> − 1) − &z.ccirf; &z.ccirf; &z.ccirf; − <IT>c</IT><SUB><IT>q</IT></SUB>&egr;(<IT>t</IT> − <IT>q</IT>)
where p and q are the numbers of autoregressive and moving average coefficients, respectively. In this study, three different low-order models were applied to the data: AR1 (single a1 coefficient), AR2 (a1 and a2 coefficients), and AR1MA1 (a1 and c1 coefficients). Parameters for each data set for each model were estimated by using a maximum likelihood technique. A "portmanteau" test, introduced by Box and Jenkins (4), was used to test the whiteness of the residuals (i.e., whether the model describes the correlation within the data sequence satisfactorily), where the test statistic (Q ) is defined as
<IT>Q</IT> = <IT>n</IT> <LIM><OP>∑</OP><LL><IT>k</IT> = 1</LL><UL><IT>K</IT></UL></LIM> <A><AC>&ggr;</AC><AC>ˆ</AC></A><SUP>2</SUP><SUB><IT>k</IT></SUB> ∼ &khgr;<SUP>2</SUP><SUB><IT>K</IT> − <IT>p</IT> − <IT>q</IT></SUB> (6)
where n is the number of observations used to compute the likelihood; <A><AC>&ggr;</AC><AC>ˆ</AC></A>k is the estimated autocorrelation value for the sequence of residuals with lag of k; and K is an integer, the exact choice of which is arbitrary (we used 10 + p + q in this study).

The coefficients of ARMA models were estimated by using S-plus statistical software.

State-space model fitting. As an alternative to specifying the noise processes in terms of an ARMA model, the noise processes can also be modeled in state-space form
<IT>x</IT>(<IT>t</IT> + 1) = f<IT>x</IT>(<IT>t</IT>) + <IT>v</IT>(<IT>t</IT>) (7)
<IT>y</IT>(<IT>t</IT>) = <IT>x</IT>(<IT>t</IT>) + <IT>w</IT>(<IT>t</IT>) (8)
where x(t) is the system state at time t; y(t) is the observation at time t; f is the system gain; v(t) and w(t) are mutually independent white Gaussian noise processes with means of zero and constant variances of Rv and Rw, respectively. This state-space model can be reduced to AR1MA1 form (see Appendix and Ref. 14).

In this state-space form, provided the system parameter f, Rv, and Rw are all known, the system state and variance (P ) can be predicted from the measurement y(t) through a Kalman filter as follows (2)
<IT><A><AC>x</AC><AC>ˆ</AC></A></IT>(<IT>t</IT> + 1‖<IT>t</IT>) = f<IT><A><AC>x</AC><AC>ˆ</AC></A></IT>(<IT>t</IT>‖<IT>t</IT>) (9)
<IT>P</IT>(<IT>t</IT> + 1‖<IT>t</IT>) = f<IT>P</IT>(<IT>t</IT>‖<IT>t</IT>)f + <IT>R</IT><SUB><IT>v</IT></SUB> (10)
and the update of state and variance are given by
<IT><A><AC>x</AC><AC>ˆ</AC></A></IT>(<IT>t</IT> + 1‖<IT>t</IT> + 1) = <IT><A><AC>x</AC><AC>ˆ</AC></A></IT>(<IT>t</IT> + 1‖<IT>t</IT>)
+ W(<IT>t</IT> + 1)[ <IT>y</IT>(<IT>t</IT> + 1)− <IT><A><AC>x</AC><AC>ˆ</AC></A></IT>(<IT>t</IT> + 1‖<IT>t</IT>)] (11)
<IT>P</IT>(<IT>t</IT> + 1‖<IT>t</IT> + 1) = [1 − W(<IT>t</IT> + 1)]P(<IT>t</IT> + 1‖<IT>t</IT>)[1 − W(<IT>t</IT> + 1)]
+ W(<IT>t</IT> + 1)<IT>R</IT><SUB><IT>w</IT></SUB>W(<IT>t</IT> + 1) (12)
where
W(<IT>t</IT> + 1) = <IT>P</IT>(<IT>t</IT> + 1‖<IT>t</IT>)[<IT>P</IT>(<IT>t</IT> + 1‖<IT>t</IT>) + <IT>R</IT><SUB><IT>w</IT></SUB>]<SUP>−1</SUP> (13)
is the Kalman gain at time t + 1.

However, in the present study, both Rv and Rw are unknown and they can not be identified separately using the scalar observation y(t). Therefore, we define P ' = P/Rw. The procedure for prediction and update then becomes
 <IT><A><AC>x</AC><AC>ˆ</AC></A></IT>(<IT>t</IT> + 1‖<IT>t</IT>) = f<IT><A><AC>x</AC><AC>ˆ</AC></A></IT>(<IT>t</IT>‖<IT>t</IT>) (14)
<IT>P</IT> ′(<IT>t</IT> + 1‖<IT>t</IT>) = f<IT>P</IT> ′(<IT>t</IT>‖<IT>t</IT>)f + <IT>R</IT><SUB><IT>v</IT></SUB>/<IT>R</IT><SUB><IT>w</IT></SUB> (15)
<IT><A><AC>x</AC><AC>ˆ</AC></A></IT>(<IT>t</IT> + 1‖<IT>t</IT> + 1) = <IT><A><AC>x</AC><AC>ˆ</AC></A></IT>(<IT>t</IT> + 1‖<IT>t</IT>)
+ W(<IT>t</IT> + 1)[ <IT>y</IT>(<IT>t</IT> + 1)− <IT><A><AC>x</AC><AC>ˆ</AC></A></IT>(<IT>t</IT> + 1‖<IT>t</IT>)] (16)
<IT>P</IT> ′(<IT>t</IT> + 1‖<IT>t</IT> + 1) = [1 − W(<IT>t</IT> + 1)]
· <IT>P</IT> ′(<IT>t</IT> + 1‖<IT>t</IT>)[1 − W(<IT>t</IT> + 1)] + W(<IT>t</IT> + 1)W(<IT>t</IT> + 1) (17)
where
W(<IT>t</IT> + 1) = <IT>P</IT> ′(<IT>t</IT> + 1‖<IT>t</IT>)[<IT>P</IT> ′(<IT>t</IT> + 1‖<IT>t</IT>) + 1]<SUP>−1</SUP> (18)

The initial values for x(0|0) and P '(1|0) were set arbitrarily at 0 and Rv/Rw, respectively. The initial transient lasts for only a few steps of iteration.

By minimizing the prediction error Sigma t [ y(t- ◯(t|t - 1)]2, the system parameter f along with the ratio Rv/Rw can be estimated. The sequences obtained using the Kalman filter for v(t) and w(t) [&vcirc;(t) = ◯(t + 1|t + 1) - f◯(t|t) and ŵ(t) = y(t- ◯(t|t)] are such that one is simply a scalar multiple of the other. It should be noted that this procedure provides a maximum likelihood estimate for the parameters and is different from the common procedure of using an extended Kalman filter to estimate parameters on line (14).

The parameters of the state-space model were estimated using a least squares method provided in the Numerical Algorithms Group Fortran library (NAG; Oxford, UK), subroutine E04FDF.


RESULTS

Model-Independent Statistical Analysis

Specific periodicities. The smoothed periodicities for the six data sets for one subject and protocol (subject 811, exercise) are shown in Fig. 1. These show that the power is concentrated in the low frequencies, suggesting the presence of correlation within the data sets. No particular peaks are apparent that are consistent across the six data sets. Furthermore, in general, a smooth decline in power can be traced within the 95% confidence intervals. These findings were generally true for all the individual data sets, and following this observation the periodograms were averaged to produce a single periodogram for each subject and protocol; the results are shown in Fig. 2. Again, smooth lines for the power can be traced within the 95% confidence intervals, suggesting the absence of marked specific periodicities within the data.
Fig. 1. Power spectra for individual data sets for subject 811 (exercise). Central thick line, power spectrum calculated by smoothed periodogram; fine lines, 95% confidence intervals; horizontal line, mean power level.
[View Larger Version of this Image (66K GIF file)]


Fig. 2. Averaged power spectra for each of 5 subjects, each protocol. A: protocol A (R; rest). B: protocol B (E; exercise). Central dark solid line, power spectrum calculated by smoothed periodogram; fine lines, 95% confidence intervals; horizontal line, mean power level.
[View Larger Version of this Image (48K GIF file)]

Evolutionary spectral analysis. Evolutionary spectral analysis was used to determine whether there were changes occurring over time in the power spectrum. The results are shown in Table 4. When the values for the interaction + residual term are examined, they show that 24 of these 30 data sets for rest can be accepted as uniformly modulated but only 7 out of the 24 could be accepted as having a constant power spectrum over time. For exercise, 26 out of the 30 data sets could be treated as uniformly modulated, but only 6 of these 26 as having a constant power spectrum.

Table 4. Results from evolutionary spectral analysis


Subject No. Total No. of Data Sets Original Data
Res. AR1MA1 Model
Res. State-Space Model
Constant Power Uniformly Modulated Constant Power Uniformly Modulated Constant Power Uniformly Modulated

797
  Rest 6 0 (5) 5 (5) 0 5 0 (6) 5 (6)
  Exercise 6 1 (5) 5 (5) 1 5 1 (5) 5 (5)
799
  Rest 6 2 (5) 5 (5) 1 6 1 (5) 6 (5)
  Exercise 6 2 (6) 6 (6) 2 6 2 (6) 6 (6)
800
  Rest 6 3 (5) 4 (5) 2 4 3 (5) 6 (5)
  Exercise 6 0 (4) 5 (5) 2 6 1 (4) 5 (4)
807
  Rest 6 0 (5) 6 (6) 0 6 0 (5) 6 (6)
  Exercise 6 0 (5) 4 (5) 0 5 1 (6) 4 (6)
811
  Rest 6 2 (4) 4 (6) 1 6 0 (5) 6 (6)
  Exercise 6 3 (6) 6 (6) 3 6 3 (6) 6 (6)

Nos. indicate no. of data sets that can be accepted as either of constant power or as uniformly modulated for 1) original data sequences; 2) residuals (Res) of the AR1MA1 model; and 3) residuals of state-space model. Nos. in parentheses indicate nos. of data sets using sequences after demodulation. AR1MA1, autoregressive moving average (ARMA) model (a1 and c1 coefficients).

Model-Dependent Statistical Analysis

The results from the evolutionary spectral analysis suggest that simple linear time-invariant models are unlikely to describe the data fully. Nevertheless, we start with these models to investigate what aspects of the data the models fail to fit and also to determine whether there are aspects of the data that these models can describe well despite inadequacies elsewhere.

Simple ARMA model fitting. Three kinds of low-order time-series models were applied to each individual data set. They were AR1, a single autoregressive term; AR2, two autoregressive terms; and AR1MA1, a single autoregressive term together with a moving average term. The result of each model fitting was tested by assessing the whiteness of the residuals using a portmanteau test. The numbers of data sets with white residuals for each subject and protocol are listed in Table 5. The AR1MA1 model is the most satisfactory model for both protocols. This model described 22 of the 30 resting data sets and 24 of 30 exercise data sets with overall white residuals.

Table 5. No. of data sets accepted as white before and after fitting time series models for both original and demodulated data


Subject No. No. of Data Sets No. of White Data Sets No. of White Residuals After ARMA Model Fitting
No. of White Residuals After State-Space Model Fitting
AR1 AR2 AR1MA1

797
  Rest 6 0 1 (3) 4 (4) 6 (5) 6 (6)
  Exercise 6 0 1 (1) 2 (3) 5 (5) 5 (5)
799
  Rest 6 0 4 (4) 5 (5) 5 (5) 3 (3)
  Exercise 6 0 4 (2) 5 (3) 5 (5) 4 (4)
800
  Rest 6 0 0 (0) 3 (2) 2 (3) 6 (6)
  Exercise 6 0 0 (0) 1 (1) 4 (1) 5 (5)
807
  Rest 6 1 5 (3) 5 (4) 5 (5) 3 (2)
  Exercise 6 0 0 (2) 2 (2) 4 (5) 6 (6)
811
  Rest 6 0 0 (1) 3 (3) 4 (4) 4 (4)
  Exercise 6 0 0 (0) 1 (2) 6 (6) 6 (6)

Nos. in parentheses indicate no. of residual data sets accepted as white after fitting models to demodulated data. AR1, single a1 coefficient model; AR2, a1 and a2 coefficients model.

Examples of the autocorrelation functions of the original data sequences and the residuals after different model fittings for two typical runs are plotted in Fig. 3. The top panel shows an example where only the AR1MA1 model is satisfactory in the sense that the residual sequence is white, and the lower panel shows another example, which was not satisfactorily described by any of the three different models. It should be noted that all the three models are successful in removing a considerable degree of the correlation present in the original data sequence and that, even when the models fail to fit, the autocorrelation functions are not too far from white when compared with the original data sequence.
Fig. 3. Autocorrelation functions of original data sequences and residuals for 2 typical data sets after different autoregressive moving average model fittings. AR1, single alpha 1 coefficient model; AR2, alpha 1 and alpha 2 coefficient model; AR1MA1, alpha 1 and c1 coefficient model. Top: only AR1MA1 model is adequate. Bottom: none of 3 models is adequate. Solid lines, autocorrelation functions; dashed lines, 95% confidence intervals.
[View Larger Version of this Image (21K GIF file)]

The mean and SD values for each coefficient of the three fitted models for each subject and protocol are listed in Table 6. In general, these coefficients are not too different between protocols and subjects, although the values for subject 807 at rest are unusual. The autocorrelation function for this subject at rest appeared much closer to white than in all other subjects and protocols.

Table 6. Coefficients for time series models fitted to original and demodulated data sets


Subject No. AR1
AR2
AR1MA1
a1 a1 a2 a1 c1

Original data set
797
  Rest 0.32 ± 0.077  0.29 ± 0.075  0.10 ± 0.052  0.67 ± 0.172  0.41 ± 0.229 
  Exercise 0.32 ± 0.081  0.30 ± 0.084  0.08 ± 0.093  0.68 ± 0.198  0.42 ± 0.297 
799
  Rest 0.42 ± 0.069  0.39 ± 0.048  0.08 ± 0.112  0.56 ± 0.292  0.20 ± 0.345 
  Exercise 0.25 ± 0.066  0.24 ± 0.058  0.05 ± 0.041  0.62 ± 0.156  0.41 ± 0.189 
800
  Rest 0.48 ± 0.070  0.40 ± 0.075  0.17 ± 0.048  0.80 ± 0.058  0.45 ± 0.122 
  Exercise 0.58 ± 0.052  0.44 ± 0.039  0.24 ± 0.058  0.89 ± 0.061  0.53 ± 0.115 
807
  Rest 0.12 ± 0.057  0.12 ± 0.057   -0.02 ± 0.032   -0.13 ± 0.529   -0.25 ± 0.495 
  Exercise 0.21 ± 0.082  0.19 ± 0.070  0.11 ± 0.041  0.80 ± 0.090  0.65 ± 0.130 
811
  Rest 0.54 ± 0.086  0.47 ± 0.089  0.14 ± 0.057  0.77 ± 0.097  0.34 ± 0.154 
  Exercise 0.60 ± 0.072  0.50 ± 0.060  0.18 ± 0.051  0.84 ± 0.046  0.39 ± 0.098 
Demodulated data set
797
  Rest 0.32 ± 0.074  0.29 ± 0.069  0.08 ± 0.043  0.63 ± 0.155  0.36 ± 0.187 
  Exercise 0.33 ± 0.081  0.31 ± 0.085  0.08 ± 0.074  0.66 ± 0.195  0.38 ± 0.281 
799
  Rest 0.40 ± 0.085  0.36 ± 0.074  0.08 ± 0.085  0.58 ± 0.198  0.23 ± 0.213 
  Exercise 0.26 ± 0.062  0.24 ± 0.055  0.05 ± 0.048  0.61 ± 0.179  0.39 ± 0.218 
800
  Rest 0.45 ± 0.033  0.39 ± 0.041  0.15 ± 0.046  0.78 ± 0.070  0.43 ± 0.114 
  Exercise 0.54 ± 0.038  0.41 ± 0.040  0.23 ± 0.043  0.87 ± 0.050  0.53 ± 0.103 
807
  Rest 0.14 ± 0.039  0.13 ± 0.036  0.01 ± 0.034  0.13 ± 0.461  0.00 ± 0.446 
  Exercise 0.25 ± 0.085  0.22 ± 0.075  0.11 ± 0.049  0.78 ± 0.105  0.59 ± 0.154 
811
  Rest 0.52 ± 0.086  0.45 ± 0.087  0.13 ± 0.041  0.76 ± 0.094  0.35 ± 0.161 
  Exercise 0.55 ± 0.078  0.46 ± 0.060  0.16 ± 0.034  0.82 ± 0.046  0.41 ± 0.081

Values are means ± SD.

The residuals of the AR1MA1 model were tested by using evolutionary spectral analysis to determine whether their power spectra were constant. The results are shown in Table 4. The findings were very similar to those before any model had been fitted. This suggests that the model does not describe this feature of the data.

State-space model fitting. As an alternative to the approach of using ARMA models, one state-space model of the noise processes was investigated.

The residuals were tested for whiteness in the same manner as for the residuals from the ARMA model. Overall, 22 out of 30 resting data sets were white and 26 out of 30 exercise data sets were white. The results are listed in Table 5. This is broadly similar to the findings with the AR1MA1 model.

The parameters (means ± SD) of state-space model for each subject and protocol are listed in Table 7. Theoretically, the state-space model specified reduces to an AR1MA1 model with certain restrictions on the values of the a1 and c1 coefficients of the AR1MA1 model (Appendix and Refs. 10, 14). This means that the values for a1 and c1 coefficients can be calculated from the state-space model, and these values are also given in Table 7. In most cases, these parameter values were similar to those obtained from the AR1MA1 model fitting (Table 6).

Table 7. Parameters for state-space model with noise processes


Subject No. f Rv/Rw W a1 c1

797
  Rest 0.67 ± 0.165  1.23 ± 2.021  0.43 ± 0.231  0.67 ± 0.165  0.41 ± 0.220 
  Exercise 0.75 ± 0.135  0.37 ± 0.299  0.32 ± 0.146  0.75 ± 0.135  0.52 ± 0.193 
799
  Rest 0.73 ± 0.167  0.99 ± 0.828  0.49 ± 0.211  0.73 ± 0.167  0.40 ± 0.256 
  Exercise 0.76 ± 0.192  0.42 ± 0.360  0.34 ± 0.173  0.76 ± 0.192  0.50 ± 0.188 
800
  Rest 0.81 ± 0.058  0.59 ± 0.377  0.44 ± 0.121  0.81 ± 0.058  0.45 ± 0.125 
  Exercise 0.89 ± 0.061  0.40 ± 0.229  0.40 ± 0.092  0.89 ± 0.061  0.53 ± 0.115 
807
  Rest 0.49 ± 0.272  0.72 ± 0.819  0.38 ± 0.276  0.49 ± 0.272  0.34 ± 0.304 
  Exercise 0.81 ± 0.088  0.14 ± 0.130  0.19 ± 0.094  0.81 ± 0.088  0.66 ± 0.133 
811
  Rest 0.77 ± 0.095  1.23 ± 0.956  0.56 ± 0.148  0.77 ± 0.095  0.34 ± 0.152 
  Exercise 0.84 ± 0.046  0.85 ± 0.448  0.53 ± 0.103  0.84 ± 0.046  0.40 ± 0.099

Values are means ± SD. See text for definitions.

Finally, the residuals were tested by using evolutionary spectral analysis to determine whether the power spectrum was constant. The results are shown in Table 4 and are very similar to those obtained from the original data sequences, showing that the fitting of the model has not affected this feature of the sequences.

Changes in ventilatory variance. The residuals from the ARMA and state-space models are mostly overall white, but evolutionary spectral analysis shows that the residual sequence does not have a constant power spectrum throughout. This result, coupled with the finding that many of the sequences may be classified as uniformly modulated by evolutionary spectral analysis, suggests that the variance of the sequence may be slowly changing.

Assuming that the mean value of the data sequence remains constant (equal to zero) and that the only factor causing the variation in power spectrum is a changing variance, the "uniformly-modulated" sequence X(t) can be written as
<IT>X</IT>(<IT>t</IT>) = <IT>C</IT>(<IT>t</IT>)<IT>X</IT><SUB>0</SUB>(<IT>t</IT>) (19)

where X0(t) is a time-invariant process and C(t) is the modulating function. We chose to try to construct a modulating function C(t), using an autoregressive estimate of the variance as follows
<IT>C</IT> <SUP>2</SUP>(<IT>t</IT>) = 0.95<IT>C</IT> <SUP>2</SUP>(<IT>t</IT> − 1) + 0.05<IT>y</IT><SUP>2</SUP>(<IT>t</IT>) (20)

Examples for C(t) for each subject for both the rest and exercise protocols are shown in Fig. 4. Based on the average values for breath durations, this function may be considered to have a time constant of 66 s for the data obtained at rest and 47 s for the data obtained during exercise.
Fig. 4. Examples of autoregressive estimate of variance C(t) for each subject (identified on top) for both rest and exercise protocols. Thick lines, rest; fine lines, exercise.
[View Larger Version of this Image (71K GIF file)]

After demodulating the original sequence by C(t), we obtain the demodulated sequence. Evolutionary spectral analysis on this demodulated sequence was then used to determine whether the variation in power spectrum had been removed by demodulation. The results are shown in Table 4.

The number of data sets that had a constant power spectrum rose from 7 and 6 before demodulation to 24 and 26 after demodulation for resting and exercising data, respectively. It is possible that these figures could rise further with a different choice of demodulation function. Finally, it is worth noting that similar results are obtained if demodulation is applied to the residuals from the state-space model instead of the original data sequences (Table 4).

Suitability of models. Both the ARMA models and the state-space model used above are linear time-invariant models. However, the results from evolutionary spectral analysis show that in most sequences the power spectrum is varying, and this may suggest that the process underlying the generation of the sequence is nonstationary and/or nonlinear. This variation is clearly not described by these models. The question thus arises as to whether these models are at all useful for describing the data sequences.

One approach to answering this question is to apply the models to the data after demodulation, which removes, or at least attenuates, the variation in the power spectrum from the sequence. There was little difference between the number of residual data sets accepted as white before demodulation compared with after demodulation (Table 5). Also, the coefficients from the ARMA model fitting on the demodulated data (Table 6, bottom) are similar to the values obtained before demodulation (Table 6, top). Analysis of variance performed on the AR1MA1 model coefficients revealed no significant differences between the values obtained with the modulated and demodulated data.

These findings suggest that the autocorrelation in the sequence can usefully be described by a simple model despite the presence of a slowly varying variance. The state-space model is equivalent to the AR1MA1 model with certain restrictions, and similar results for whiteness were obtained before and after demodulation (Table 5).


DISCUSSION

The major findings of this study are as follows. 1) Both a simple ARMA model and a simple linear time-invariant state-space model for the breath-to-breath correlations present in the ventilatory data gathered by using an end-tidal forcing system to hold end-tidal gas tensions constant can produce residuals that, in the majority of cases, are overall white. 2) Neither the simple ARMA models nor the simple linear time-invariant state-space model fully describe the data because the power spectra associated with the residuals sequences vary with time. 3) In a sizable proportion of cases, this variation in power spectrum can be explained by a process of uniform modulation of the ventilatory data or residuals. 4 ) One chosen modulating function was shown to be effective in reducing these data sequences to ones with constant power spectra in the majority of cases.

Comparison with Previous Studies

In general, it is quite difficult to draw direct comparisons between the results from our study and results from previous studies. First, by using data gathered with the end-tidal forcing technique, our study has concentrated on the properties of the respiratory controller, whereas most other studies have examined breath-by-breath variations when the chemical feedback loop is intact. Such a feedback loop might be expected to affect the correlational structure very significantly. Second, studies have varied in terms of the background level of stimulation employed (if any), the species employed, and whether the study was conducted with subjects awake, asleep, or under anesthesia.

Specific periodicities. In our study, the results from spectral analysis failed to reveal any sustained specific periodicities in the data. In conscious humans, by displaying the spectral densities for sequential subsets of the original data series, Jensen (11) failed to find any peaks or troughs that were persistently present throughout the length of the series. This is also in keeping with a study of human subjects during stage 2 sleep (15). These results support the absence of specific periodic components in the data series. However, in the present study, the results of evolutionary spectral analysis generally show that the power spectrum is not constant, and thus none of the above studies can exclude the presence of brief periods of periodicity that are not present throughout the data sequence.

Evolutionary spectral analysis. Most studies have not considered whether the data sequence retains a constant power spectrum throughout. In conscious humans, Jensen (11) calculated power spectra for sequential subsets of ventilatory data sequences but did not test whether they differed significantly from one another. Ackerson et al. (1) commented that data sequences were often "nonstationary" when assessed by using a "likelihood ratio test," but did not provide any results to compare with those in this study. Nevertheless, in their study, Ackerson et al. developed an adaptive time-series model for describing nonstationary ventilatory variations. This model has many similarities to the modulation model proposed in the present study.

ARMA models. The results from our study suggest that, of AR1, AR2, and AR1MA1 model structures, the AR1MA1 structure was the most satisfactory for describing the breath-by-breath correlation in the data sequence. We have not found another study that has investigated the AR1MA1 structure for ventilatory sequences. Jensen (11) reports values in humans for coefficients from multivariate AR1 and AR2 models for tidal volume, inspired time, and expired time pooled from a range of different experimental conditions. All coefficients for the lagged effects of each variable on itself are positive. Modarreszadeh et al. (15) examined an AR2 model for describing ventilatory variability in sleeping humans. They found that the AR1 coefficient was significantly positive but that the AR2 coefficient did not differ significantly from zero.

In the anesthetized cat, Benchetrit and Bertrand (3) used an "isolated respiratory centre" preparation to examine the statistical properties of the phrenic nerve output. This was done so as to circumvent the influence of the chemical feedback system, rather as we have attempted with the end-tidal forcing system in our present study. The study employed a multivariate AR1 structure and found a positive autocorrelation coefficient, suggesting that there was indeed breath-to-breath correlation arising within the respiratory controller. The first-order model structure was not always adequate.

Khatib et al. (13) used an AR1 model structure to compare the correlation between tidal volumes in anesthetized spontaneously breathing rats, with the correlation between the integrated phrenic neurogram in anesthetized vagotomized artificially ventilated rats. In hyperoxia and hypercapnia, they found positive autoregressive coefficients for the tidal volume data in the spontaneously breathing rats but not for the integrated phrenic neurogram in the artificially ventilated rats. From these results, they conclude that the autocorrelation in tidal volume arises from the presence of noise within the chemical feedback system rather than as a function of the respiratory controller. They suggest that the difference between their results and those of Benchetrit and Bertrand (3) could either be due to species differences or to Benchetrit and Bertrand failing to eliminate experiments in which there was nonstationarity. The results from our study in conscious humans accord much more closely with those of Benchetrit and Bertrand than with those of Khatib et al. (13).

State-space models. We are unaware of any studies in which a state-space formulation has been used for the noise processes in the absence of additional deterministic input stimuli. However, there have been studies of different noise models in experiments involving step changes in PETCO2 in both anesthetized cats and in conscious humans (89). These studies do not report any of the parameter values associated with the stochastic part of the model, but the example autocorrelation functions suggest that both a "process" and a "parallel" noise model lead to a considerable whitening of the residuals when compared with the "measurement only" noise model.

Effects of exercise. We are unaware of any previous studies that have provided a comparison of these models between the states of rest and exercise. In general, the results from the two states were surprisingly similar given the differences in the mean ventilations, the associated differences in respiratory cycle durations, and the somewhat different mental state that may exist between rest and exercise. Inspection of Tables 6 and 7 suggests that there may be some increase in the degree of autocorrelation observed in exercise compared with rest, but this did not reach significance when the values of the coefficients were compared for the AR1MA1 and state-space models.

Evolutionary Spectral Analysis, Stationarity, and Time- and State-Dependent Models

Evolutionary spectral analysis. Evolutionary spectral analysis is a means of assessing whether the power spectrum of a data sequence is constant by estimating the power spectrum at certain specified points in time. This has been applied as a test of whether the underlying data sequence is stationary (1820). This section discusses the utility of evolutionary spectral analysis for this purpose, together with what may be inferred about the underlying model structure from this analysis. It also considers the reliability of the analysis for the particular form and length of data sequence that has been used in this study.

A series is (weakly) stationary if the first and second moments are constant over time (i.e., the expected value of x, E(x) = µ and the variance of x Var (x) = sigma 2). If there are multiple independent realizations of a time series, then stationarity may be tested for by estimating the mean and variance at each point in the sequence. However, in other cases, multiple realizations may not exist, as is the case with our data. In this case, it is necessary to test for stationarity by sampling the series at intervals that are sufficiently far apart for the samples to be considered independent. Evolutionary spectral analysis is one method based on this approach. This leaves the question of how far apart do the samples have to be in order to be sufficiently far apart? The problem is that very slow variations in the structure of a time series may occur (especially with nonlinear series) despite the fact that the series is actually still stationary. Thus it is safer to interpret results from evolutionary spectral analysis in terms of whether there is long-term variation in a sequence than whether the process is truly stationary. Indeed, the autoregressive model used to estimate the slowly changing variance in this study is a time-invariant model, despite the fact that it is being used to describe "nonstationary" behavior detected by evolutionary spectral analysis.

There is an interesting form of duality between the ideas of nonstationarity and nonlinearity (20). A general stationary state-dependent model of order (kl) may be written as
<IT>X</IT><SUB><IT>t</IT></SUB> + <LIM><OP>∑</OP><LL><IT>u</IT> = 1</LL><UL><IT>k</IT></UL></LIM> &phgr;<SUB><IT>u</IT></SUB>(<B>x</B><SUB><IT>t</IT> − 1</SUB>)<IT>X</IT><SUB><IT>t</IT> − <IT>u</IT></SUB>
= &mgr;(<B>x</B><SUB><IT>t</IT> − 1</SUB>) + <IT>e</IT><SUB><IT>t</IT></SUB> + <LIM><OP>∑</OP><LL><IT>u</IT> = 1</LL><UL><IT>l</IT></UL></LIM> &psgr;<SUB><IT>u</IT></SUB>(<B>x</B><SUB><IT>t</IT> − 1</SUB>)<IT>e</IT><SUB><IT>t</IT> − <IT>u</IT></SUB> (21)

where Xt is the state at time t; et is a white sequence; xt denotes the state vector, xt = (et - l - 1, ... , et, Xt - k + 1, ... , Xt)'; phi u and psi u are AR and MA coefficients, respectively; and µ is local mean.

This form is a stationary nonlinear model. However, for a single realization, it is also possible to think of the state-dependent coefficients phi u(xt), psi u(xt) as time-dependent coefficients phi u(t), psi u(t) via the definitions phi u(t) wedgeq  phi u(xt) and psi u(t) wedgeq  psi u(xt). In this formulation, the model may be thought of as a linear nonstationary model (19). This duality illustrates clearly the difficulty of distinguishing between linear nonstationary models and stationary nonlinear models when there is only a single realization of the data sequence.

The success, or otherwise, of using evolutionary spectral analysis to classify time series must depend on the type and length of the actual sequences used together with the particular forms of window chosen. To explore this further, 60 AR1MA1 data sets were generated, each set matching one of the real data sets for AR1 and MA1 coefficients and for record length. Evolutionary spectral analysis was then undertaken on these sequences. Using a significance level of P < 0.05 for the chi 2 test, over 20% of the sequences were incorrectly classified as arising from a process generating sequences without a constant power spectrum. However, modulation of each of the sequences with a modulating function that was the same as that which had been determined for the matching experimental data sequence and then repetition of the evolutionary spectral analysis on the modulated sequences generally resulted in levels of significance for the chi 2 test that were very much higher than those for the unmodulated sequences. When a value for chi 2 corresponding to P < 0.0025 was used, it resulted in only 4 of the 60 stationary data sets being misclassified as not having constant power, but only 7 of the 60 modulated data sets were classified as being of constant power. Furthermore, it must be remembered that in a number of cases the modulating function may have been very "mild." The results from this simulation determined the choice of significance level used for the chi 2 test in this study.

Adequacy of simple linear time-invariant models. A major result of this study is that the correlation between breaths can be modeled by simple linear time-invariant ARMA or state-space models but that there remains a longer-term variation in the variance of the sequence. One question that naturally arises is to what extent can we separate these two features of the sequence and, in particular, to what degree may a longer term variation in ventilatory variance affect the estimation of the coefficients describing the shorter term correlational structure? A partial answer to this question is found in RESULTS, where the coefficients of the AR1MA1 model were estimated both before and after demodulation. No significant differences were found. However, it might be argued that this result arises because both the modulation and the autoregressive coefficients were estimated from the same data sequence.

To overcome this objection, a simulation study was performed. A set of 10 data sequences was constructed with a known underlying AR1MA1 structure, with the coefficient values equal to the mean values for each subject and protocol. First, the coefficients were estimated from these simulated data by using the same technique as used for the real data sequences. Second, the simulated data sequences were modulated by using a randomly selected modulating function, one from each subject and protocol. Then the coefficients were reestimated by using these modulated sequences. Finally, the values estimated from both the original and modulated sequences were compared. Comparison of the parameter values between the modulated and unmodulated data sets revealed an average deviation for the a1 coefficient of 0.8 ± 8.35 (SD) % and for the c1 coefficient of 5.9 ± 20.08%. Analysis of variance revealed no significant differences for either coefficient. These results support the notion that the shorter term correlations in the data sequence can be estimated in the presence of the slower variations in the variance of the sequence.

Influence of CO2 on Data Sequences

A major intent of this study was to examine the open-loop characteristics of the respiratory controller with chemical levels of stimulation held constant. However, the experimental technique of dynamic end-tidal forcing is imperfect, and small fluctuations in PETCO2 and PETO2 remain. Because all experiments were conducted at a mean PETO2 of 100 Torr, it is most unlikely that the variations in PETO2 will have any effect on the ventilatory sequence because the respiratory controller's sensitivity to changes in PETO2 around this mean level will be extremely low (6). The same may not necessarily be true for PCO2, since the ventilatory sensitivity to changes in PCO2 is much higher and, indeed, cross-correlation analysis reveals a significant effect of PETCO2 on minute ventilation (VE) in 30 out of 60 data sets (portmanteau test for cross correlation). Thus one question that arises is whether our results reflect the combined properties of the human respiratory system coupled to our dynamic end-tidal forcing apparatus rather than simply the open-loop properties of the respiratory controller.

To try to answer this question, a multivariate time-series approach has been adopted. This was necessary because not only may the PETCO2 affect the ventilation but the breath-by-breath fluctuations in ventilation will affect PETCO2. Many different model structures are possible when using multivariate analysis, and to make progress we decided to focus on one simple model that has some structural basis in terms of the known properties of both the physiological and the dynamic end-tidal forcing systems.

The PETCO2 of a breath is determined (assuming that CO2 delivery to the lungs via the blood remains constant) by 1) the PETCO2 of the previous breath; 2) the inspired PCO2 of the current breath; and 3) the ventilation of the current breath. Thus we may write
P<SC>et</SC><SUB>CO<SUB>2</SUB></SUB>(<IT>n</IT>) = <IT>h</IT>[P<SC>et</SC><SUB>CO<SUB>2</SUB></SUB>(<IT>n</IT> − 1), P<SC>i</SC><SUB>CO<SUB>2</SUB></SUB>(<IT>n</IT>), <A><AC>V</AC><AC>˙</AC></A><SC>e</SC>(<IT>n</IT>)] (22)

where h is a general function and PICO2 is inspiratory PCO2. The end-tidal forcing system uses a prediction-correction scheme, with the correction based on an integral-proportional controller structure. We may write for this
P<SC>i</SC><SUB>CO<SUB>2</SUB></SUB>(<IT>n</IT>) = P<SC>i</SC><SUB>CO<SUB>2</SUB> p</SUB> + g<SUB>p</SUB>[P<SC>et</SC><SUB>CO<SUB>2</SUB> d</SUB> − P<SC>et</SC><SUB>CO<SUB>2</SUB> m</SUB>(<IT>n</IT> − 1)]
+ g<SUB>i</SUB> <LIM><OP>∑</OP><LL><IT>j</IT> = 1</LL><UL><IT>n</IT> − 1</UL></LIM> [P<SC>et</SC><SUB>CO<SUB>2</SUB> d</SUB> − P<SC>et</SC><SUB>CO<SUB>2</SUB> m</SUB>( <IT>j</IT>)] (23)

where subscripts p, d, and m are predicted, desired, and measured gas tensions, respectively, and gp and gi are the proportional and integral feedback gains, respectively.

In our experiments, PETCO2 d is constant, and after a period of time the integral term should be relatively constant. Thus PICO2(n) is really just a linear function of PETCO2 m(n - 1). Hence, we may write Eq. 22 as
P<SC>et</SC><SUB>CO<SUB>2</SUB></SUB>(<IT>n</IT>) = <IT>h</IT>′[P<SC>et</SC><SUB>CO<SUB>2</SUB></SUB>(<IT>n</IT> − 1), <A><AC>V</AC><AC>˙</AC></A><SC>e</SC>(<IT>n</IT>)] (24)

where h' is a general function. For small fluctuations in PETCO2, we linearize around the means and write
P<SC>et</SC><SUB>CO<SUB>2</SUB></SUB>(<IT>n</IT>) − P<SC>et</SC><SUB>CO<SUB>2</SUB> mean</SUB>
 = &agr;(P<SC>et</SC><SUB>CO<SUB>2</SUB></SUB>(<IT>n</IT> − 1) − P<SC>et</SC><SUB>CO<SUB>2</SUB> mean</SUB>)
 + &bgr;(<A><AC>V</AC><AC>˙</AC></A><SC>e</SC>(<IT>n</IT>) − <A><AC>V</AC><AC>˙</AC></A><SC>e</SC><SUB>mean</SUB>) (25)

This now gives a simple expression for the way ventilation may affect CO2 in our system.

The PETCO2 may affect ventilation either through the peripheral chemoreceptors or through the central chemoreceptors or both. A reasonable estimate for the median lag to the peripheral chemoreceptors is two breaths (5). Estimates for the lag for the central chemoreceptors vary, but a value of three to four breaths might be reasonable (7). To keep the model simple, we chose to use a lag of two breaths, which should model a peripheral response and still be capable of modeling at least some of any central response that is present. When this is combined with our AR1MA1 model for ventilation and the model derived above for PETCO2, we get an entire multivariate model of the form
<A><AC>V</AC><AC>˙</AC></A><SC>e</SC>(<IT>n</IT>) = <IT>a</IT><SUB>11</SUB><A><AC>V</AC><AC>˙</AC></A><SC>e</SC>(<IT>n</IT> − 1) + <IT>a</IT><SUB>12</SUB>P<SC>et</SC><SUB>CO<SUB>2</SUB></SUB>(<IT>n</IT> − 2)
+ &egr;<SUB>1</SUB>(<IT>n</IT>) − <IT>c</IT><SUB>11</SUB>&egr;<SUB>1</SUB>(<IT>n</IT> − 1) (26)
P<SC>et</SC><SUB>CO<SUB>2</SUB></SUB>(<IT>n</IT>) = <IT>a</IT><SUB>21</SUB><A><AC>V</AC><AC>˙</AC></A><SC>e</SC>(<IT>n</IT>) + <IT>a</IT><SUB>22</SUB>P<SC>et</SC><SUB>CO<SUB>2</SUB></SUB>(<IT>n</IT> − 1)
+ &egr;<SUB>2</SUB>(<IT>n</IT>) − <IT>c</IT><SUB>21</SUB>&egr;<SUB>2</SUB>(<IT>n</IT> − 1) (27)

This model was fitted to our data by using the NAG library routine G13DCF with and without the coefficient a12 being fixed at zero, to examine the effects of either incorporating or not incorporating the effects of PETCO2 on ventilation. The exclusion of the effects of PETCO2 on ventilation reduced the average value of coefficient a11 by 7% and reduced the average value of coefficient c11 by 14%. Both these changes were significant when using analysis of variance. Thus we conclude that when the variations in PETCO2 are ignored, it causes a modest underestimation of the degree of correlation associated with the respiratory controller.

After fitting the multivariate model, the cross correlations between the residuals for ventilation and the PETCO2 were calculated. There was no significant effect of PCO2 on VE in 51 out of 60 data sets, confirming that the effect of fluctuations in PETCO2 on VE had been modeled satisfactorily for most data sequences.

Generalization of State-Space Model to Incorporate a Time- and State-Dependent Form

The results have shown that the degree of variation in ventilatory variance observed with a constant level of stimulation is such that it does not affect the fitting of the correlational structure unduly. However, it is not clear whether this would still be the case if the level of stimulation were varying because, in this case, the variation in ventilatory variance is likely to be substantially greater (cf. variances for rest and exercise in Fig. 4). In this sense, the results of the current study might be seen as rather limited when applying models to situations in which the level of stimulation is varying (i.e., there is a deterministic input present, rather than the purely stochastic processes considered in the present study).

As an alternative to the linear time-invariant state-space model, a more general state-space model can be written as follows
<IT>x</IT>(<IT>t</IT> + 1) = f<IT>x</IT>(<IT>t</IT> ) + &xgr;(<IT>t</IT>) (28)
<IT>y</IT>(<IT>t</IT>) = <IT>x</IT>(<IT>t</IT>) + &eegr;(<IT>t</IT>) (29)

where xi (t) and eta (t) are noise processes with state- and time-dependent variances
<IT>R</IT><SUB>&xgr;</SUB> = <IT>g</IT>[<IT>x</IT>(<IT>t</IT>), <IT>t</IT>]<IT>R</IT><SUB><IT>v</IT></SUB> (30)
<IT>R</IT><SUB>&eegr;</SUB> = <IT>g</IT>[<IT>x</IT>(<IT>t</IT>), <IT>t</IT>]<IT>R</IT><SUB><IT>w</IT></SUB> (31)

This model allows the variances to vary with amplitude of ventilation and with time through the function g[x(t), t]. This is known as a heteroscedastic form (10). The advantage is that provided g[x(t), t] is fully determined at time t, then the same Kalman filter can be used to estimate the coefficients much as before, since the term in g drops out while the ratio of the variances is estimated. The only differences are that the prediction and update equations for the variance P should be defined by using Rxi and Reta instead of Rv and Rw
<IT>P</IT>(<IT>t</IT> + 1‖<IT>t</IT>) = f<IT>P</IT>(<IT>t</IT>‖<IT>t</IT>)f + <IT>R</IT><SUB>&xgr;</SUB> (32)
<IT>P</IT>(<IT>t</IT>  +  1‖<IT>t</IT>  +  1)  =  [1  −  W(<IT>t</IT>  +  1)]
· <IT>P</IT>(<IT>t</IT>  +  1‖<IT>t</IT>)[1  −  W(<IT>t</IT>  +  1)] + W(<IT>t</IT>  +  1)<IT>R</IT><SUB>&eegr;</SUB><IT>W</IT>(<IT>t</IT>  +  1) (33)

where
W(<IT>t</IT> + 1) = <IT>P</IT>(<IT>t</IT> + 1‖<IT>t</IT>)[<IT>P</IT>(<IT>t</IT> + 1‖<IT>t</IT>) + <IT>R</IT><SUB>&eegr;</SUB>]<SUP>−1</SUP>

is the Kalman gain at time t + 1, and that P ' is defined as P ' = P/Reta for the estimating procedure. The ratio Rxi /Reta equals the ratio Rv/Rw and may be estimated in the estimation procedure.

The question now remains, is this heteroscedastic form likely to be an adequate model for ventilatory variability? Two possible limitations are 1) the same function g is used to modulate variances of both noise sequences, and 2) the function g has to be fully determined (i.e., nonstochastic) at time t. For the scalar output of ventilation, the first of these limitations is unimportant as xi (t) and eta (t) are not separately identifiable and the sequences <A><AC>&xgr;</AC><AC>ˆ</AC></A>(t) and <A><AC>&eegr;</AC><AC>ˆ</AC></A>(t) are scalar multiples of each other. Consequently, the same function phi (t) may be constructed to modulate both v(t) and w(t) to produce xi (t) and eta (t), respectively.

The importance of the second of these limitations is less clear theoretically. However, if g(t) is varying sufficiently slowly with respect to the observations, then a good estimation of g(t) may be obtained from prior observations. The observation in this study that many sequences were uniformly modulated, combined with the practical construction of the demodulation function C(t) for the residual sequences, suggests that such a function does exist (or at least a good approximation exists).

For use in parameter estimation, the heteroscedastic noise model is no more complicated than the ordinary form, since the algorithms associated with each are the same. Thus, for a parallel noise structure, the heteroscedastic noise model can be combined with deterministic models in the same way as an ordinary noise model. The deterministic and stochastic components are simply added together. Because the algorithms are the same for both the ordinary and heteroscedastic models, parameter estimates obtained by using these models are the same in each case. The important point is that the heteroscedastic model provides the necessary theoretical extension to deal with noise processes that are not of constant power but that are, nevertheless, uniformly modulated.

In summary, the heteroscedastic structure allows the variation in ventilatory variance to be introduced into the model in a general way, without specifying the precise form that it takes. Although this does not contribute further to understanding the origins of the variation in ventilatory variance, it does provide a useful means to incorporate this feature into overall models of ventilatory control and still provide a structure that is amenable to parameter estimation.


ACKNOWLEDGEMENTS

P. A. Robbins thanks many colleagues, including Drs. Berkenbosch, DeGoede, and Marriott, and Profs. Swanson, and Ward for all the discussion that has helped to give rise to this paper.


FOOTNOTES

   This study was supported by the Wellcome Trust. P. J. Liang was supported by a Run Run Shaw Scholarship.

   Address for reprints requests: P. A. Robbins, University Laboratory of Physiology, Parks Road, Oxford OX1 3PT, UK.

Received 29 March 1995; accepted in final form 12 July, 1996.


APPENDIX

Relationship between State-Space Form and AR1MA1 Form

The first section of the Appendix derives the appropriate ARMA representation of the state-space model employed in this study. The second section derives the relations between the parameters of the state-space model and those of the ARMA model.

ARMA Representation of State-Space Model

The state-space model with noise processes and zero input employed in this study may be written as
<IT>x</IT>(<IT>t</IT> + 1) = f<IT>x</IT>(<IT>t</IT>) + <IT>v</IT>(<IT>t</IT>) (A1)
<IT>y</IT>(<IT>t</IT>) = <IT>x</IT>(<IT>t</IT>) + <IT>w</IT>(<IT>t</IT>) (A2)

From Eq. A2, we may write
<IT>y</IT>(<IT>t</IT>)  −  <IT>a</IT><SUB>1</SUB> <IT>y</IT>(<IT>t</IT>  −  1)  =  <IT>x</IT>(<IT>t</IT>)  +  <IT>w</IT>(<IT>t</IT>)  −  <IT>a</IT><SUB>1</SUB>(<IT>x</IT>(<IT>t</IT>  −  1)  +  <IT>w</IT>(<IT>t</IT>  − 1)) (A3)
Substitution for x(t) by using Eq. A1 yields
<IT>y</IT>(<IT>t</IT>) − <IT>a</IT><SUB>1</SUB> <IT>y</IT>(<IT>t</IT> − 1) 
 = f<IT>x</IT>(<IT>t</IT> − 1) + <IT>v</IT>(<IT>t</IT> − 1) + <IT>w</IT>(<IT>t</IT>) − <IT>a</IT><SUB>1</SUB>[<IT>x</IT>(<IT>t</IT> − 1) + <IT>w</IT>(<IT>t</IT> − 1)]
= (f − <IT>a</IT><SUB>1</SUB>)<IT>x</IT>(<IT>t</IT> − 1) + <IT>v</IT>(<IT>t</IT> − 1) + <IT>w</IT>(<IT>t</IT>) − <IT>a</IT><SUB>1</SUB><IT>w</IT>(<IT>t</IT> − 1) (A4)
If a1 is chosen to be equal to f, the term in x(t - 1) drops out and the equation may be written as
<IT>y</IT>(<IT>t</IT>) − <IT>a</IT><SUB>1</SUB> <IT>y</IT>(<IT>t</IT> − 1) = <IT>v</IT>(<IT>t</IT> − 1) + <IT>w</IT>(<IT>t</IT>) − <IT>a</IT><SUB>1</SUB><IT>w</IT>(<IT>t</IT> − 1) (A5)
The right-hand side of Eq. A5 is a combination of a MA0 process and a MA1 process, which, by a general result, is a MA process. Because the noise sequences v(t) and w(t) are mutually independent white, the autocorrelation function of this MA process has the cut-off property that gamma k = 0 for all k > 1, the combination of these two processes builds up a MA1 process (12). So Eq. A5 can be rewritten as
<IT>y</IT>(<IT>t</IT>) − <IT>a</IT><SUB>1</SUB> <IT>y</IT>(<IT>t</IT> − 1) = &egr;(<IT>t</IT>) − <IT>c</IT><SUB>1</SUB>&egr;(<IT>t</IT> − 1) (A6)
which is an AR1MA1 process.

Relationship between Parameters of AR1MA1 and State-Space Model

Define z(t) as
<IT>z</IT>(<IT>t</IT>) = <IT>y</IT>(<IT>t</IT>) − <IT>a</IT><SUB>1</SUB> <IT>y</IT>(<IT>t</IT> − 1) (A7)
From Eq. A5 we have
<IT>z</IT>(<IT>t</IT>) = <IT>y</IT>(<IT>t</IT>) − <IT>a</IT><SUB>1</SUB> <IT>y</IT>(<IT>t</IT> − 1) = <IT>v</IT>(<IT>t</IT> − 1) + <IT>w</IT>(<IT>t</IT>) − f<IT>w</IT>(<IT>t</IT> − 1) (A8)
Squaring both sides and taking expected values yields
E[<IT>z</IT>(<IT>t</IT>)]<SUP>2</SUP> = E[<IT>v</IT>(<IT>t</IT> − 1) + <IT>w</IT>(<IT>t</IT>) − f<IT>w</IT>(<IT>t</IT> − 1)]<SUP>2</SUP> (A9)
Since v, w are mutually independent white noise processes, it yields
<IT>R</IT><SUB><IT>z</IT></SUB> = <IT>R</IT><SUB><IT>v</IT></SUB> + (1 + f<SUP>2</SUP>)<IT>R</IT><SUB><IT>w</IT></SUB> (A10)
where Rz represents the variance of sequence z.

Also, from Eqs. A6 and A7
<IT>z</IT>(<IT>t</IT>) = <IT>y</IT>(<IT>t</IT>) − <IT>a</IT><SUB>1</SUB> <IT>y</IT>(<IT>t</IT> − 1) = &egr;(<IT>t</IT>) − <IT>c</IT><SUB>1</SUB>&egr;(<IT>t</IT> − 1) (A11)
Squaring and taking expected value of Eq. A11 yields
E[<IT>z</IT>(<IT>t</IT>)]<SUP>2</SUP> = E[&egr;(<IT>t</IT>) − <IT>c</IT><SUB>1</SUB>&egr;(<IT>t</IT> − 1)]<SUP>2</SUP> (A12)
and so, since epsilon (t) is white
<IT>R</IT><SUB><IT>z</IT></SUB> = (1 + <IT>c</IT><SUP>2</SUP><SUB>1</SUB>)<IT>R</IT><SUB>&egr;</SUB> (A13)
where Repsilon is the variance of sequence epsilon .

After equating Eqs. A10 and A13 and eliminating Rz, we get
<IT>R</IT><SUB><IT>v</IT></SUB> + (1 + f<SUP>2</SUP>)<IT>R</IT><SUB><IT>w</IT></SUB> = (1 + <IT>c</IT><SUP>2</SUP><SUB>1</SUB>)<IT>R</IT><SUB>&egr;</SUB> (A14)

In addition to the above result, we may also calculate E[z(t)z(t - 1)]. From Eq. A8 we obtain
E[<IT>z</IT>(<IT>t</IT>)<IT>z</IT>(<IT>t</IT> − 1)] = E{[<IT>v</IT>(<IT>t</IT> − 1) − f<IT>w</IT>(<IT>t</IT>) + <IT>w</IT>(<IT>t</IT> − 1)]
&z.ccirf; [<IT>v</IT>(<IT>t</IT> − 2) − f<IT>w</IT>(<IT>t</IT> − 1) + <IT>w</IT>(<IT>t</IT> − 2)]} (A15)
Since v, w are mutually independent white sequences, the equation yields
E[<IT>z</IT>(<IT>t</IT>)<IT>z</IT>(<IT>t</IT> − 1)]= −f<IT>R</IT><SUB><IT>w</IT></SUB> (A16)
Also, from Eq. A11 we can write
E[<IT>z</IT>(<IT>t</IT>)<IT>z</IT>(<IT>t</IT> − 1)]
= E{[&egr;(<IT>t</IT>) − <IT>c</IT><SUB>1</SUB>&egr;(<IT>t</IT> − 1)][&egr;(<IT>t</IT> − 1) − <IT>c</IT><SUB>1</SUB>&egr;(<IT>t</IT> − 2)]} (A17)
Since epsilon  is white, then
E[<IT>z</IT>(<IT>t</IT>)<IT>z</IT>(<IT>t</IT> − 1)] = −<IT>c</IT><SUB>1</SUB><IT>R</IT><SUB>&egr;</SUB> (A18)
Equating Eqs. A16 and A18 and eliminating E[z(t)z(t - 1)] yields
f<IT>R</IT><SUB><IT>w</IT></SUB> = <IT>c</IT><SUB>1</SUB><IT>R</IT><SUB>&egr;</SUB> (A19)
Combining Eqs. A14 and A19, eliminating Repsilon , we obtain
 <FR><NU>1 + <IT>c</IT><SUP>2</SUP><SUB>1</SUB></NU><DE><IT>R</IT><SUB><IT>v</IT></SUB> + (1 + f<SUP>2</SUP>)<IT>R</IT><SUB><IT>w</IT></SUB></DE></FR> = <FR><NU><IT>c</IT><SUB>1</SUB></NU><DE>f<IT>R</IT><SUB><IT>w</IT></SUB></DE></FR> (A20)
Equation A20 is quadratic in c1. Solving Eq. A20 yields
<IT>c</IT><SUB>1</SUB> =
<FR><NU><IT>R</IT><SUB><IT>v</IT></SUB> + (1 + f<SUP>2</SUP>)<IT>R</IT><SUB><IT>w</IT></SUB> ± <RAD><RCD>[<IT>R</IT><SUB><IT>v</IT></SUB> + (1 + f<SUP>2</SUP>)<IT>R</IT><SUB><IT>w</IT></SUB>]<SUP>2</SUP> − 4f<SUP>2</SUP><IT>R</IT> <SUP>2</SUP><SUB><IT>w</IT></SUB></RCD></RAD></NU><DE>2f<IT>R</IT><SUB><IT>w</IT></SUB></DE></FR> (A21)
By inspection, one value for |c1| is >1 and another value is <1. We require the latter. Thus, in summary, the relationship between the parameters of the ARMA model and the state-space model is given by
<IT>a</IT><SUB>1</SUB> = f (A22)
<IT>c</IT><SUB>1</SUB> = <FR><NU><IT>R</IT><SUB><IT>v</IT></SUB> + (1 + f<SUP>2</SUP>)<IT>R</IT><SUB><IT>w</IT></SUB> − <RAD><RCD>[<IT>R</IT><SUB><IT>v</IT></SUB> + (1 + f<SUP>2</SUP>)<IT>R</IT><SUB><IT>w</IT></SUB>]<SUP>2</SUP> − 4f<SUP>2</SUP><IT>R</IT> <SUP>2</SUP><SUB><IT>w</IT></SUB></RCD></RAD></NU><DE>2f<IT>R</IT><SUB><IT>w</IT></SUB></DE></FR> (A23)
Notice that in this solution there is a constraint on the sign of the coefficients in that both a1 and c1 should have the same sign as f. Consequently, the state-space model represents only a subset of the models that can be represented in AR1MA1 form. The coefficients obtained from our study for the AR1MA1 model are mostly, but not always, within these constraints.


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T. Busso, P.-J. Liang, and P. A. Robbins
Breath-to-breath relationships between respiratory cycle variables in humans at fixed end-tidal PCO2 and PO2
J Appl Physiol, November 1, 1996; 81(5): 2287 - 2296.
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