
Multiple channels signals 85
cascade flows are also present, e.g., from channel 1 to 3 and 5.
3.3.2.3.2 SDTF In biomedical applications it is often of interest to grasp the dy-
namical changes of signal propagation, which means that we have to apply a very
short measurement window. However, it deteriorates strongly the statistical proper-
ties of the estimate. In order to fit the MVAR model properly the number of data
points in the window should be bigger than the number of model parameters. For
MVAR, number of parameters is pk
2
(where k number of channels, p model or-
der), number of data points is kN, so the condition for proper model fitting is that ...