Sequential Bayesian Estimation for Adaptive Classification
This paper proposes a robust algorithm to adapt a model for EEG signal classification using a modified Extended Kalman Filter (EKF). By applying Bayesian conjugate priors and marginalising the parameters, we can avoid the needs to estimate the covariances of the observation and hidden state noises....
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| Formaat: | Conference item |
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2008
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| Samenvatting: | This paper proposes a robust algorithm to adapt a model for EEG signal classification using a modified Extended Kalman Filter (EKF). By applying Bayesian conjugate priors and marginalising the parameters, we can avoid the needs to estimate the covariances of the observation and hidden state noises. In addition, Laplace approximation is employed in our model to approximate non-Gaussian distributions as Gaussians. ©2008 IEEE. |
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