Bayesian nonstationary autoregressive models for biomedical signal analysis |
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Authors: | Cassidy Michael J Penny William D |
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Affiliation: | Sobell Department of Neurophysiology, Institute of Neurology, University College London, UK. m.cassidy@ion.ucl.ac.uk |
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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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