[Eeglablist] Questions about Kalman Filter

[Makoto Miyakoshi]

Dear Ibtissem,

> knowing that the EEG signal is a non-periodic and non-stationary signal,
how can we apply there the Kalman filter?

The stationarity of EEG signal depends on the length of time window;
longer, more non-stationary (in principle). For example, in 24 hours you
sleep, wake up, work, rest... in 24 minutes, you maybe doing a single job
constantly... in 24 seconds you are in the middle of something... in 240
milliseconds your brain may be processing only a few ongoing events.

> From the AR matrix, how can we regain the starting signal (I used
 'filter' function under matlab but it does not give the desired result)?

I don't understand the question. I'm not qualified to answer it either
anyways.

> Finally, do you have an idea about the decomposition of the EEG signal in
Fourier series?

You mean something other than the coefficients of the Fourier series? :-)

Makoto

On Tue, Mar 17, 2015 at 4:23 PM, Ibtissem KHOUAJA BENFRADJ <
ibtissem.khouaja at live.fr> wrote:

>
>
> Dear list,
>
> I need your help to overcome some problems that I met.
>
> I read the article* "Kalman filter parameters **as a new feature vector
> for EEG BCI applications."* (Amir Omidvarnia)
> I also tested the algorithm DEKF on Matlab on a portion of the EEG signal
> (100 points, order 10) to generate the autoregressive matrix.
> As a resulted, I have got a matrix [1 * 10] for each cahnnel.
>
> My questions are:
>
> knowing that the EEG signal is a non-periodic and non-stationary signal,
> how can we apply there the Kalman filter?
>
> From the AR matrix, how can we regain the starting signal (I used
>  'filter' function under matlab but it does not give the desired result)?
>
> Finally, do you have an idea about the decomposition of the EEG signal in
> Fourier series?
>
> Thank you in advance for your answers.
>
> cordially,
>
> ----------------------------------------------------------
> ----------------------------------------------------------
> Ibtissem KHOUAJA BENFRADJ
> PhD in computer science
> Speciality Signal Processing
> Laboratory LTIM, University of Monastir, Tunisia
> http://www.labtim.org/accueil.php
> Laboratory LIGM, Univerisity of Paris-East, France
> http://ligm.u-pem.fr/
>
>
>
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-- 
Makoto Miyakoshi
Swartz Center for Computational Neuroscience
Institute for Neural Computation, University of California San Diego
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