Nonlinear EEG analysis based on a neural mass model

The well-known neural mass model described by Lopes da Silva et al. (1976) and Zetterberg et al. (1978) is fitted to actual EEG data. This is achieved by reformulating the original set of integral equations as a continuous-discrete state space model. The local linearization approach is then used to discretize the state equation and to construct a nonlinear Kalman filter. On this basis, a maximum likelihood procedure is used for estimating the model parameters for several EEG recordings. The analysis of the noise-free differential equations of the estimated models suggests that there are two different types of alpha rhythms: those with a point attractor and others with a limit cycle attractor. These attractors are also found by means of a nonlinear time series analysis of the EEG recordings. We conclude that the Hopf bifurcation described by Zetterberg et al. (1978) is present in actual brain dynamics. Received: 11 August 1997 / Accepted in revised form: 20 April 1999     

Fault Diagnosis for the Heat Exchanger of the Aircraft Environmental Control System Based on the Strong Tracking Filter

The aircraft environmental control system (ECS) is a critical aircraft system, which provides the appropriate environmental conditions to ensure the safe transport of air passengers and equipment. The functionality and reliability of ECS have received increasing attention in recent years. The heat exchanger is a particularly significant component of the ECS, because its failure decreases the system’s efficiency, which can lead to catastrophic consequences. Fault diagnosis of the heat exchanger is necessary to prevent risks. However, two problems hinder the implementation of the heat exchanger fault diagnosis in practice. First, the actual measured parameter of the heat exchanger cannot effectively reflect the fault occurrence, whereas the heat exchanger faults are usually depicted by utilizing the corresponding fault-related state parameters that cannot be measured directly. Second, both the traditional Extended Kalman Filter (EKF) and the EKF-based Double Model Filter have certain disadvantages, such as sensitivity to modeling errors and difficulties in selection of initialization values. To solve the aforementioned problems, this paper presents a fault-related parameter adaptive estimation method based on strong tracking filter (STF) and Modified Bayes classification algorithm for fault detection and failure mode classification of the heat exchanger, respectively. Heat exchanger fault simulation is conducted to generate fault data, through which the proposed methods are validated. The results demonstrate that the proposed methods are capable of providing accurate, stable, and rapid fault diagnosis of the heat exchanger.     

Robust and reliable estimation via recursive nonlinear dynamic data reconciliation based on cubature Kalman filter

Since measurements of process variables are subject to measurements errors as well as process variability, data reconciliation is the procedure of optimally adjusting measured date so that the adjusted values obey the conservation laws and constraints. Thus, data reconciliation for dynamic systems is fundamental and important for control, fault detection, and system optimization. Attempts to successfully implement estimators are often hindered by serve process nonlinearities, complicated state constraints, and un-measurable perturbations. As a constrained minimization problem, the dynamic data reconciliation is dynamically carried out to product smoothed estimates with variances from the original data. Many algorithms are proposed to solve such state estimation such as the extended Kalman filter (EKF), the unscented Kalman filter, and the cubature Kalman filter (CKF). In this paper, we investigate the use of CKF algorithm in comparative with the EKF to solve the nonlinear dynamic data reconciliation problem. First we give a broad overview of the recursive nonlinear data dynamic reconciliation (RNDDR) scheme, then present an extension to the CKF algorithm, and finally address the issue of how to solve the constraints in the CKF approach. The CCRNDDR method is proposed by applying the RNDDR in the CKF algorithm to handle nonlinearity and algebraic constraints and bounds. As the sampling idea is incorporated into the RNDDR framework, more accurate estimates can obtained via the recursive nature of the estimation procedure. The performance of the CKF approach is compared with EKF and RNDDR on nonlinear process systems with constraints. The conclusion is that with an error optimization solution of the correction step, the reformulated CKF shows high performance on the selection of nonlinear constrained process systems. Simulation results show the CCRNDDR is an efficient, accurate and stable method for real-time state estimation for nonlinear dynamic processes.     

Estimating joint kinematics from skin motion observation: modelling and validation

Modelling of soft tissue motion is required in many areas, such as computer animation, surgical simulation, 3D motion analysis and gait analysis. In this paper, we will focus on the use of modelling of skin deformation during 3D motion analysis. The most frequently used method in 3D human motion analysis involves placing markers on the skin of the analysed segment which is composed of the rigid bone and the surrounding soft tissues. Skin and soft tissue deformations introduce a significant artefact which strongly influences the resulting bone position, orientation and joint kinematics. For this study, we used a statistical solid dynamics approach which is a combination of several previously reported tools: the point cluster technique (PCT) and a Kalman filter which was added to the PCT. The methods were tested and evaluated on controlled human-arm motions, using an optical motion capture system (Vicon^TM).

The addition of a Kalman filter to the PCT for rigid body motion estimation results in a smoother signal that better represents the joint motion. Calculations indicate less signal distortion than when using a digital low-pass filter. Furthermore, adding a Kalman filter to the PCT substantially reduces the dispersion of the maximal and minimal instantaneous frequencies. For controlled human movements, the result indicated that adding a Kalman filter to the PCT produced a more accurate signal. However, it could not be concluded that the proposed Kalman filter is better than a low-pass filter for estimation of the motion. We suggest that implementation of a Kalman filter with a better biomechanical motion model will be more likely to improve the results.     

Estimating joint kinematics from skin motion observation: modelling and validation

Modelling of soft tissue motion is required in many areas, such as computer animation, surgical simulation, 3D motion analysis and gait analysis. In this paper, we will focus on the use of modelling of skin deformation during 3D motion analysis. The most frequently used method in 3D human motion analysis involves placing markers on the skin of the analysed segment which is composed of the rigid bone and the surrounding soft tissues. Skin and soft tissue deformations introduce a significant artefact which strongly influences the resulting bone position, orientation and joint kinematics. For this study, we used a statistical solid dynamics approach which is a combination of several previously reported tools: the point cluster technique (PCT) and a Kalman filter which was added to the PCT. The methods were tested and evaluated on controlled human-arm motions, using an optical motion capture system (Vicon(TM)). The addition of a Kalman filter to the PCT for rigid body motion estimation results in a smoother signal that better represents the joint motion. Calculations indicate less signal distortion than when using a digital low-pass filter. Furthermore, adding a Kalman filter to the PCT substantially reduces the dispersion of the maximal and minimal instantaneous frequencies. For controlled human movements, the result indicated that adding a Kalman filter to the PCT produced a more accurate signal. However, it could not be concluded that the proposed Kalman filter is better than a low-pass filter for estimation of the motion. We suggest that implementation of a Kalman filter with a better biomechanical motion model will be more likely to improve the results.     

State and parameter estimation of microalgal photobioreactor cultures based on local irradiance measurement

Local photosynthetic photon flux fluence rate (PPFFR) determined by a submersible 4pi quantum micro-sensor was used in developing a versatile on-line state estimator for stirred-tank microalgal photobioreactor cultures. A marine micro-alga Dunaliella salina was used as a model organism in this study. On-line state estimation was realized using the extended Kalman filter (EKF), based on a state model of the photobioreactor and on-line local PPFFR measurement. The dynamic state model for the photobioreactor was derived based on mass-balance equations of the relevant states. The measurement equation was established based on an empirical correlation between the microalgal biomass concentration and the local PPFFR measured at a fixed point inside the photobioreactor. An internal model approach was used to estimate the specific growth rate without the need of state-based kinetic expression. The estimator was proven to be capable of estimating biomass concentration and specific growth rate, as well as phosphate and dissolved oxygen concentrations in a photobioreactor illuminated with either fixed or time-varying incident radiation. The quantum sensor was shown to be robust and able to quickly respond to dynamic changes in local PPFFR. In addition, the quantum sensor outputs were not affected by bubble aeration or agitation within the typical operating range. The strong filtering capacity of EKF gives the state estimator superior performance compared to direct calculation from the empirical biomass/local PPFFR correlation. This state estimation system makes use of inexpensive and reliable sensor hardware to report key process dynamics of microalgal photobioreactor cultures on-line, enabling improved operation of such a process.     

Using the Kalman filter and dynamic models to assess the changing HIV/AIDS epidemic

Many factors, including therapy and behavioral changes, have modified the course of the HIV/AIDS epidemic in recent years. To include these modifications in HIV/AIDS models, in the absence of appropriate external data sources, changes over time in the parameters can be incorporated by a recursive estimation technique such as the Kalman filter. The Kalman filter accounts for stochastic fluctuations in both the model and the data and provides a means to assess any parameter modifications included in new observations. The Kalman filter approach was applied to a simple differential model to describe the observed HIV/AIDS epidemic in the homo/bisexual male community in Paris (France). This approach gave quantitative information on the time-evolution of some parameters of major epidemiological significance (average transmission rate, mean incubation rate, and basic reproduction rate), which appears quite consistent with the recent epidemiological literature.     

Minimum mean square error estimation of connectivity in biological neural networks

A minimum mean square error (MMSE) estimation scheme is employed to identify the synaptic connectivity in neural networks. This new approach can substantially reduce the amount of data and the computational cost involved in the conventional correlation methods, and is suitable for both nonstationary and stationary neuronal firings. Two algorithms are proposed to estimate the synaptic connectivities recursively, one for nonlinear filtering, the other for linear filtering. In addition, the lower and upper bounds for the MMSE estimator are determined. It is shown that the estimators are consistent in quadratic mean. We also demonstrate that the conventional cross-interval histogram is an asymptotic linear MMSE estimator with an inappropriate initial value. Finally, simulations of both nonlinear and linear (Kalman filter) estimates demonstrate that the true connectivity values are approached asymptotically.     

A data-driven model of the generation of human EEG based on a spatially distributed stochastic wave equation

We discuss a model for the dynamics of the primary current density vector field within the grey matter of human brain. The model is based on a linear damped wave equation, driven by a stochastic term. By employing a realistically shaped average brain model and an estimate of the matrix which maps the primary currents distributed over grey matter to the electric potentials at the surface of the head, the model can be put into relation with recordings of the electroencephalogram (EEG). Through this step it becomes possible to employ EEG recordings for the purpose of estimating the primary current density vector field, i.e. finding a solution of the inverse problem of EEG generation. As a technique for inferring the unobserved high-dimensional primary current density field from EEG data of much lower dimension, a linear state space modelling approach is suggested, based on a generalisation of Kalman filtering, in combination with maximum-likelihood parameter estimation. The resulting algorithm for estimating dynamical solutions of the EEG inverse problem is applied to the task of localising the source of an epileptic spike from a clinical EEG data set; for comparison, we apply to the same task also a non-dynamical standard algorithm.     

An investigation into the statistical properties of TB episodes in a South African community with high HIV prevalence

Continuous differential equations are often applied to small populations with little time spent on understanding uncertainty brought about by small-population effects. Despite large numbers of individuals being latently infected with Mycobacterium tuberculosis (TB), progression from latent infection to observable disease is a relatively rare event. For small communities, this means case counts are subject to stochasticity, and deterministic models may not be appropriate tools for interpreting transmission trends. Furthermore, the nonlinear nature of the underlying dynamics means that fluctuations are autocorrelated, which can invalidate standard statistical analyses which assume independent fluctuations.Here we extend recent work using a system of differential equations to study the HIV-TB epidemic in Masiphumelele, a community near Cape Town in South Africa [Bacaër, et al., J. Mol. Biol. 57(4), 557-593] by studying the statistical properties of active TB events. We apply van Kampen's system-size (or population-size) expansion technique to obtain an approximation to a master equation describing the dynamics. We use the resulting Fokker-Planck equation and point-process theory to derive two-time correlation functions for active TB events. This method can be used to gain insight into the temporal aspect of cluster identification, which currently relies on DNA classification only.     

Extended Kalman Filter for Estimation of Parameters in Nonlinear State-Space Models of Biochemical Networks

It is system dynamics that determines the function of cells, tissues and organisms. To develop mathematical models and estimate their parameters are an essential issue for studying dynamic behaviors of biological systems which include metabolic networks, genetic regulatory networks and signal transduction pathways, under perturbation of external stimuli. In general, biological dynamic systems are partially observed. Therefore, a natural way to model dynamic biological systems is to employ nonlinear state-space equations. Although statistical methods for parameter estimation of linear models in biological dynamic systems have been developed intensively in the recent years, the estimation of both states and parameters of nonlinear dynamic systems remains a challenging task. In this report, we apply extended Kalman Filter (EKF) to the estimation of both states and parameters of nonlinear state-space models. To evaluate the performance of the EKF for parameter estimation, we apply the EKF to a simulation dataset and two real datasets: JAK-STAT signal transduction pathway and Ras/Raf/MEK/ERK signaling transduction pathways datasets. The preliminary results show that EKF can accurately estimate the parameters and predict states in nonlinear state-space equations for modeling dynamic biochemical networks.     

Encoding of brain state changes in local field potentials modulated by motor behaviors

Local field potentials (LFPs) measure aggregate neural activity resulting from the coordinated firing of neurons within a local network. We hypothesized that state parameters associated with the underlying brain dynamics may be encoded in LFPs but may not be directly measurable in the signal temporal and spectral contents. Using the Kalman filter we estimated latent state changes in LFPs recorded in monkey motor cortical areas during the execution of a visually instructed reaching task, under different applied force conditions. Prior to the estimation, matched filtering was performed to decouple behavior-relevant signals (Stamoulis and Richardson, J Comput Neurosci, 2009) from unrelated background oscillations. State changes associated with baseline oscillations appeared insignificant. In contrast, state changes estimated from LFP components associated with the execution of movement were significant. Approximately direction-invariant state vectors were consistently observed. Their patterns appeared invariant also to force field conditions, with a peak in the first 200 ms of the movement interval, but exponentially decreasing to the zero state approximately 200 ms from movement onset, also the time at which movement velocity reached its peak. Thus, state appeared to be modulated by the dynamics of movement but neither by movement direction nor by the mechanical environment. Finally, we compared state vectors estimated using the Kalman filter to the basis functions obtained through Principal Component Analysis. The pattern of the estimated state vector was very similar to that of the first PCA component, further suggesting that LFPs may directly encode brain state fluctuations associated with the dynamics of behavior.     

Nonlinear PI controllers for continuous bioreactors using population balance models

Continuous bioreactors are critical unit operations in many biological systems, but the unique modeling is very complicated due to the underlying biochemical reactions and the distributed properties of cell population. The scope of this paper considers a popular modeling method for microbial cell cultures by population balance equation models, and the control objective aims to attenuate undesired oscillations appeared in the nonlinear distributed parameter system. In view of pursuing the popular/practical control configuration and the lack of on-line sensors, an approximate technique by exploiting the “pseudo-steady-state” approach constructs a simple nonlinear control model. Through an off-line estimation mechanism for the system having self-oscillating behavior, two kinds of nonlinear PI configurations are developed. Closed-loop simulation results have confirmed that the regulatory and tracking performances of the control system proposed are good.     

Fast Kalman filtering on quasilinear dendritic trees

Optimal filtering of noisy voltage signals on dendritic trees is a key problem in computational cellular neuroscience. However, the state variable in this problem—the vector of voltages at every compartment—is very high-dimensional: realistic multicompartmental models often have on the order of N = 10⁴ compartments. Standard implementations of the Kalman filter require O(N ³) time and O(N ²) space, and are therefore impractical. Here we take advantage of three special features of the dendritic filtering problem to construct an efficient filter: (1) dendritic dynamics are governed by a cable equation on a tree, which may be solved using sparse matrix methods in O(N) time; and current methods for observing dendritic voltage (2) provide low SNR observations and (3) only image a relatively small number of compartments at a time. The idea is to approximate the Kalman equations in terms of a low-rank perturbation of the steady-state (zero-SNR) solution, which may be obtained in O(N) time using methods that exploit the sparse tree structure of dendritic dynamics. The resulting methods give a very good approximation to the exact Kalman solution, but only require O(N) time and space. We illustrate the method with applications to real and simulated dendritic branching structures, and describe how to extend the techniques to incorporate spatially subsampled, temporally filtered, and nonlinearly transformed observations.     

Spatio-temporal dynamics and quantification of daisyworld in two-dimensional coupled map lattices

We spatially extend the daisyworld model on a two-dimensional toroidal coupled map lattice (CML – a generalisation of cellular automata). We investigated whether this tightly coupled system of local nonlinear dynamics with bi-directional life-environment feedback can generate a specific kind of behaviour, characterised by global stability coexisting with local instability. We introduce appropriate metrics to measure the spatio-temporal dynamics of the daisyworld system. Specifically, we evaluate spatial autocorrelation using Moran's I, and local and global temporal fluctuation through the permutation entropy and the temporal standard deviation. We categorise a range of different behaviours that can arise in such scenarios, and relate them through a parameter analysis.     

Parameter inference for stochastic biochemical models from perturbation experiments parallelised at the single cell level

Understanding and characterising biochemical processes inside single cells requires experimental platforms that allow one to perturb and observe the dynamics of such processes as well as computational methods to build and parameterise models from the collected data. Recent progress with experimental platforms and optogenetics has made it possible to expose each cell in an experiment to an individualised input and automatically record cellular responses over days with fine time resolution. However, methods to infer parameters of stochastic kinetic models from single-cell longitudinal data have generally been developed under the assumption that experimental data is sparse and that responses of cells to at most a few different input perturbations can be observed. Here, we investigate and compare different approaches for calculating parameter likelihoods of single-cell longitudinal data based on approximations of the chemical master equation (CME) with a particular focus on coupling the linear noise approximation (LNA) or moment closure methods to a Kalman filter. We show that, as long as cells are measured sufficiently frequently, coupling the LNA to a Kalman filter allows one to accurately approximate likelihoods and to infer model parameters from data even in cases where the LNA provides poor approximations of the CME. Furthermore, the computational cost of filtering-based iterative likelihood evaluation scales advantageously in the number of measurement times and different input perturbations and is thus ideally suited for data obtained from modern experimental platforms. To demonstrate the practical usefulness of these results, we perform an experiment in which single cells, equipped with an optogenetic gene expression system, are exposed to various different light-input sequences and measured at several hundred time points and use parameter inference based on iterative likelihood evaluation to parameterise a stochastic model of the system.     

On the development and application of a continuous-discrete recursive prediction error algorithm

Recursive state and parameter reconstruction is a well-established field in control theory. In the current paper we derive a continuous-discrete version of recursive prediction error algorithm and apply the filter in an environmental and biological setting as a possible alternative to the well-known extended Kalman filter. The framework from which the derivation is started is the so-called 'innovations-format' of the (continuous time) system model, including (discrete time) measurements. After the algorithm has been motivated and derived, it is subsequently applied to hypothetical and 'real-life' case studies including reconstruction of biokinetic parameters and parameters characterizing the dynamics of a river in the United Kingdom. Advantages and characteristics of the method are discussed.