No Arabic abstract
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, only recently have efforts been directed to problems in neuroscience, using mainly intracranial data and thus limiting its applicability to invasive measurements involving electrode implants. Here we intend to apply data assimilation to non-invasive electroencephalography (EEG) measurements to infer brain states and their characteristics. For this purpose, we use Kalman filtering to combine synthetic EEG data with a coupled neural-mass model together with Arys model of the head, which projects intracranial signals onto the scalp. Our results show that using several extracranial electrodes allows to successfully estimate the state and parameters of the neural masses and their interactions, whereas one single electrode provides only a very partial and insufficient view of the system. The superiority of using multiple extracranial electrodes over using only one, be it intra- or extracranial, is shown over a wide variety of dynamical behaviours. Our results show potential towards future clinical applications of the method.
Background: Multi-articulate prostheses are capable of performing dexterous hand movements. However, clinically available control strategies fail to provide users with intuitive, independent and proportional control over multiple degrees of freedom (DOFs) in real-time. New Method: We detail the use of a modified Kalman filter (MKF) to provide intuitive, independent and proportional control over six-DOF prostheses such as the DEKA LUKE Arm. Input features include neural firing rates recorded from Utah Slanted Electrode Arrays and mean absolute value of intramuscular electromyographic (EMG) recordings. Ad-hoc modifications include thresholds and non-unity gains on the output of a Kalman filter. Results: We demonstrate that both neural and EMG data can be combined effectively. We also highlight that modifications can be optimized to significantly improve performance relative to an unmodified Kalman filter. Thresholds significantly reduced unintended movement and promoted more independent control of the different DOFs. Gain were significantly greater than one and served to amplify participant effort. Optimal modifications can be determined quickly offline and translate to functional improvements online. Using a portable take-home system, participants performed various activities of daily living. Comparison with Existing Methods: In contrast to pattern recognition, the MKF allows users to continuously modulate their force output, which is critical for fine dexterity. The MKF is also computationally efficient and can be trained in less than five minutes. Conclusions: The MKF can be used to explore the functional and psychological benefits associated with long-term, at-home control of dexterous prosthetic hands.
A useful approach to solve inverse problems is to pair the parameter-to-data map with a stochastic dynamical system for the parameter, and then employ techniques from filtering to estimate the parameter given the data. Three classical approaches to filtering of nonlinear systems are the extended, ensemble and unscented Kalman filters. The extended Kalman inversion (ExKI) is impractical when the forward map is not readily differentiable and given as a black box, and also for high dimensional parameter spaces because of the need to propagate large covariance matrices. Ensemble Kalman inversion (EKI) has emerged as a useful tool which overcomes both of these issues: it is derivative free and works with a low-rank covariance approximation formed from the ensemble. In this paper, we demonstrate that unscented Kalman methods also provide an effective tool for derivative-free inversion in the setting of black-box forward models, introducing unscented Kalman inversion (UKI). Theoretical analysis is provided for linear inverse problems, and a smoothing property of the data mis-fit under the unscented transform is explained. We provide numerical experiments, including various applications: learning subsurface flow permeability parameters; learning the structure damage field; learning the Navier-Stokes initial condition; and learning subgrid-scale parameters in a general circulation model. The theory and experiments show that the UKI outperforms the EKI on parameter learning problems with moderate numbers of parameters and outperforms the ExKI on problems where the forward model is not readily differentiable, or where the derivative is very sensitive. In particular, UKI based methods are of particular value for parameter estimation problems in which the number of parameters is moderate but the forward model is expensive and provided as a black box which is impractical to differentiate.
The unscented transformation (UT) is an efficient method to solve the state estimation problem for a non-linear dynamic system, utilizing a derivative-free higher-order approximation by approximating a Gaussian distribution rather than approximating a non-linear function. Applying the UT to a Kalman filter type estimator leads to the well-known unscented Kalman filter (UKF). Although the UKF works very well in Gaussian noises, its performance may deteriorate significantly when the noises are non-Gaussian, especially when the system is disturbed by some heavy-tailed impulsive noises. To improve the robustness of the UKF against impulsive noises, a new filter for nonlinear systems is proposed in this work, namely the maximum correntropy unscented filter (MCUF). In MCUF, the UT is applied to obtain the prior estimates of the state and covariance matrix, and a robust statistical linearization regression based on the maximum correntropy criterion (MCC) is then used to obtain the posterior estimates of the state and covariance. The satisfying performance of the new algorithm is confirmed by two illustrative examples.
The unscented Kalman inversion (UKI) presented in [1] is a general derivative-free approach to solving the inverse problem. UKI is particularly suitable for inverse problems where the forward model is given as a black box and may not be differentiable. The regularization strategy and convergence property of the UKI are thoroughly studied, and the method is demonstrated effectively handling noisy observation data and solving chaotic inverse problems. In this paper, we aim to make the UKI more efficient in terms of computational and memory costs for large scale inverse problems. We take advantages of the low-rank covariance structure to reduce the number of forward problem evaluations and the memory cost, related to the need to propagate large covariance matrices. And we leverage reduced-order model techniques to further speed up these forward evaluations. The effectiveness of the enhanced UKI is demonstrated on a barotropic model inverse problem with O($10^5$) unknown parameters and a 3D generalized circulation model (GCM) inverse problem, where each iteration is as efficient as that of gradient-based optimization methods.
Inertial measurement units are widely used in different fields to estimate the attitude. Many algorithms have been proposed to improve estimation performance. However, most of them still suffer from 1) inaccurate initial estimation, 2) inaccurate initial filter gain, and 3) non-Gaussian process and/or measurement noise. In this paper, we leverage reinforcement learning to compensate for the classical extended Kalman filter estimation, i.e., to learn the filter gain from the sensor measurements. We also analyse the convergence of the estimate error. The effectiveness of the proposed algorithm is validated on both simulated data and real data.