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Kalman filtering has proven to be effective for estimating brain activity using EEG recordings. In particular, the introduced post hoc standardization step of the algorithm, inspired by the sLORETA time-invariant method, reduces the depth…

Numerical Analysis · Mathematics 2025-11-17 Veikka Piispa , Dilshanie Prasikala , Joonas Lahtinen , Alexandra Koulouri , Sampsa Pursiainen

Objective Kalman filtering has previously been applied to track neural model states and parameters, particularly at the scale relevant to EEG. However, this approach lacks a reliable method to determine the initial filter conditions and…

EEG Source localization is a critical tool in neuroscience, with applications ranging from epilepsy diagnosis to cognitive research. It involves solving an ill-posed inverse problem that lacks a unique solution unless constrained by prior…

Numerical Analysis · Mathematics 2025-08-01 Dilshanie Prasikala , Joonas Lahtinen , Alexandra Koulouri , Sampsa Pursiainen

Data assimilation, defined as the fusion of data with preexisting knowledge, is particularly suited to elucidating underlying phenomena from noisy/insufficient observations. Although this approach has been widely used in diverse fields,…

Neurons and Cognition · Quantitative Biology 2017-08-18 Lara Escuain-Poole , Jordi Garcia-Ojalvo , Antonio J. Pons

Biomolecular systems are often modeled with partially known nonlinear stochastic dynamics, making state and parameter estimation a central challenge. While Kalman filtering techniques are widely used in this setting, their performance…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Suryasnata Dash , Abhishek Dey

In this work, we consider a sensor selection drawn at random by a sampling with replacement policy for a linear time-invariant dynamical system subject to process and measurement noise. We employ the Kalman filter to estimate the state of…

Systems and Control · Electrical Eng. & Systems 2023-03-15 Christopher I. Calle , Shaunak D. Bopardikar

Studying the stability of the Kalman filter whose measurements are randomly lost has been an active research topic for over a decade. In this paper we extend the existing results to a far more general setting in which the measurement…

Systems and Control · Computer Science 2018-10-19 Damián Marelli , Tianju Sui , Eduardo Rohr , Minyue Fu

Kalman filtering can provide an optimal estimation of the system state from noisy observation data. This algorithm's performance depends on the accuracy of system modeling and noise statistical characteristics, which are usually challenging…

Systems and Control · Electrical Eng. & Systems 2025-04-18 Xun Xiao , Junbo Tie , Jinyue Zhao , Ziqi Wang , Yuan Li , Qiang Dou , Lei Wang

The analysis of electrophysiological recordings of the human brain in resting state is a key experimental technique in neuroscience. Resting state is indeed the default condition to characterize brain dynamics. Its successful implementation…

Neurons and Cognition · Quantitative Biology 2024-05-17 Alessio Perinelli , Leonardo Ricci

Classification models for electroencephalogram (EEG) data show a large decrease in performance when evaluated on unseen test sub jects. We reduce this performance decrease using new regularization techniques during model training. We…

Machine Learning · Computer Science 2023-10-16 Niklas Smedemark-Margulies , Ye Wang , Toshiaki Koike-Akino , Jing Liu , Kieran Parsons , Yunus Bicer , Deniz Erdogmus

Electroencephalography (EEG) monitors ---by either intrusive or noninvasive electrodes--- time and frequency variations and spectral content of voltage fluctuations or waves, known as brain rhythms, which in some way uncover activity during…

Neurons and Cognition · Quantitative Biology 2019-03-13 Javier A. Galadí , Joaquín J. Torres , J. Marro

Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…

Systems and Control · Computer Science 2017-02-06 Shahrokh Akhlaghi , Ning Zhou , Zhenyu Huang

Stochastic stability for centralized time-varying Kalman filtering over a wireles ssensor network with correlated fading channels is studied. On their route to the gateway, sensor packets, possibly aggregated with measurements from several…

Optimization and Control · Mathematics 2013-08-09 Daniel E. Quevedo , Anders Ahlen , Karl H. Johansson

We study causal waveform estimation (tracking) of time-varying signals in a paradigmatic atomic sensor, an alkali vapor monitored by Faraday rotation probing. We use Kalman filtering, which optimally tracks known linear Gaussian stochastic…

The Kalman filter computes the optimal variable-gain using prior knowledge of the initial state and random (process and measurement) noise distributions, which are assumed to be Gaussian with known variance. However, when these…

Systems and Control · Electrical Eng. & Systems 2022-01-31 Hugh Lachlan Kennedy

Databases of electronic health records (EHRs) are increasingly used to inform clinical decisions. Machine learning methods can find patterns in EHRs that are predictive of future adverse outcomes. However, statistical models may be built…

Machine Learning · Statistics 2018-12-04 Andrew C. Miller , Ziad Obermeyer , Sendhil Mullainathan

We propose an evolutionary state space model (E-SSM) for analyzing high dimensional brain signals whose statistical properties evolve over the course of a non-spatial memory experiment. Under E-SSM, brain signals are modeled as mixtures of…

Methodology · Statistics 2018-10-23 Xu Gao , Weining Shen , Babak Shahbaba , Norbert Fortin , Hernando Ombao

Assessment of mental workload in real-world conditions is key to ensure the performance of workers executing tasks that demand sustained attention. Previous literature has employed electroencephalography (EEG) to this end despite having…

Machine Learning · Computer Science 2024-10-30 Isabela Albuquerque , João Monteiro , Olivier Rosanne , Abhishek Tiwari , Jean-François Gagnon , Tiago H. Falk

Electroencephalography (EEG) is a tool that allows us to analyze brain activity with high temporal resolution. These measures, combined with deep learning and digital signal processing, are widely used in neurological disorder detection and…

Signal Processing · Electrical Eng. & Systems 2024-11-20 Isaac Ariza , Lorenzo J. Tardon , Ana M. Barbancho , Irene De-Torres , Isabel Barbancho

We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…

Systems and Control · Electrical Eng. & Systems 2021-02-18 Damián Marelli , Tianju Sui , Minyue Fu
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