Bayesian nonstationary autoregressive models for biomedical signal analysis.

Cassidy, Michael J; Penny, William D · IEEE Trans Biomed Eng · 2002

other · Level V

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Abstract

We describe a variational Bayesian algorithm for the estimation of a multivariate autoregressive model with time-varying coefficients that adapt according to a linear dynamical system. The algorithm allows for time and frequency domain characterization of nonstationary multivariate signals and is especially suited to the analysis of event-related data. Results are presented on synthetic data and real electroencephalogram data recorded in event-related desynchronization and photic synchronization scenarios.

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