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Register a new userReconstructing signals from noisy data with unknown signal and noise covariance
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We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point of our considerations is the principle of minimum Gibbs free energy which was previously used to derive a signal reconstruction algorithm handling uncertainties in the signal covariance. We extend this algorithm to simultaneously uncertain noise and signal covariances using the same principles in the derivation. The resulting equations are general enough to be applied in many different contexts. We demonstrate the performance of the algorithm by applying it to specific example situations and compare it to algorithms not allowing for uncertainties in the noise covariance. The results show that the method we suggest performs very well under a variety of circumstances and is indeed qualitatively superior to the other methods in cases where uncertainty in the noise covariance is present.
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The flicker-noise spectroscopy (FNS) approach is used to determine the dynamic characteristics of neuromagnetic responses by analyzing the magnetoencephalographic (MEG) signals recorded as the response of a group of control human subjects and a patient with photosensitive epilepsy (PSE) to equiluminant flickering stimuli of different color combinations. Parameters characterizing the analyzed stochastic biomedical signals for different frequency bands are identified. It is shown that the classification of the parameters of analyzed MEG responses with respect to different frequency bands makes it possible to separate the contribution of the chaotic component from the overall complex dynamics of the signals. It is demonstrated that the chaotic component can be adequately described by the anomalous diffusion approximation in the case of control subjects. On the other hand, the chaotic component for the patient is characterized by a large number of high-frequency resonances. This implies that healthy organisms can suppress the perturbations brought about by the flickering stimuli and reorganize themselves. The organisms affected by photosensitive epilepsy no longer have this ability. This result also gives a way to simulate the separate stages of the brain cortex activity in vivo. The examples illustrating the use of the FNS device for identifying even the slightest individual differences in the activity of human brains using their responses to external standard stimuli show a unique possibility to develop the individual medicine of the future.
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