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Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec Králové Doppler Institute for mathematical physics and applied mathematics Joint work with Petr Šeba, Emil Doležal Tosa Yamada Sci-Tech Flash May 30, 2007 Kochi University of Technology

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Page 1: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Detecting Targets in Human Body: What is the common property of radar systems and medical devices?

Jan Kříž

Department of physics,University of Hradec Králové

Doppler Institute for mathematical physics and applied mathematics

Joint work with Petr Šeba, Emil Doležal

Tosa Yamada Sci-Tech Flash May 30, 2007Kochi University of Technology

Page 2: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Program

PART IPART I1. Introduction: What is the common property of

radar systems and medical devices?

Which types of targets are we detecting in human body?

2. Motivation: Why do we do this?

3. Results: Caridovascular dynamics

Processes in the brain

4. Conclusions: What is it good for?

Page 3: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Program

PART II PART II 1. Warming up: forces, moments and COP

2. Filtering

3. Differential geometry and force plate data analysis: curvatures as geometric invariants

4. Maximum likelihood estimation

Page 4: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

RADAR = Radio Detection and Ranging

Page 5: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

RADAR = Radio Detection and Ranging

Page 6: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

RADAR = Radio Detection and Ranging

Page 7: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

EEG = Electroencephalographymeasures electric potentials on the scalp

(generated by neuronal activity in the brain)

Page 8: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Multiepoch EEG: Evoked potentials= responses to the external stimulus (auditory, visual, etc.)

sensory and cognitive processing in the brain

Page 9: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Force plate

Measured are the three force and three momentum components (on strain-gauge technology).

- stability analysis (balance in upright stance)

- gait analysis

Page 10: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Human cardiovascular dynamics measured by force plate

Page 11: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

ECG – electrocardiography measures electrical activity of the heart over time

Page 12: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Cardiac catheterizatrion involves passing a catheter (= a thin flexible tube) from the groin or the arm into the heart

produces angiograms (x-ray images)

can measure pressures in left ventricle and aorta

Page 13: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Cardiac Catheterization

Page 14: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

What is the output?What is the output?

Summary

Page 15: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

What is the common property of radar systems and medical devices?

Output: multivariate time seriesmultivariate time series

Signal processing: Signal processing: time series analysis

Targets in human body: Targets in human body: processes in the brain, haemodynamical

events, …

• spatial–temporalspatial–temporal character• data of the form X = S + WX = S + W

• low signal to noise ratiolow signal to noise ratio (SNR)

Page 16: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

MOTIVATION

YES !!!YES !!!

Is this a suitable topic for a physicist?Is this a suitable topic for a physicist?

We exploit mathematical methods commonly used in quantum mechanics for data processing, namely:

• Differential geometry: Differential geometry: quantum waveguides theory general theory of relativity

• Maximum likelihood estimation:Maximum likelihood estimation: quantum state reconstruction

• Random matrix theory: Random matrix theory: quantum billiards

Multivariate time series themselves are analyzed in physics: geophysics, climatology, meteorology,

astrophysics,…

Page 17: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

MOTIVATIONExample:Example:

JMA seismic intensity network

Different types of rock layers filter the

seismic waves.

Aim of data analysis: • source localization• earthquake prediction

Page 18: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

MOTIVATIONExample:Example:

Positions of electrodes

Bones and coeliolymph filter

the electric waves.

Aim of data analysis: • source localization• seiuzure prediction

Page 19: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

MOTIVATION

Why do we do this?Why do we do this?

Page 20: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

MOTIVATION

Why do we do this?Why do we do this?

Quantum mechanics: no tradition in HK

Medical research has been provided inHK for more than fifty years.

Page 21: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Force plate data analysis

Typical signal measured during quiet standingTypical signal measured during quiet standing

Page 22: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Postural Postural rrequirementsequirements during quiet standing during quiet standing

- support head and body against gravity

- maintain COM within the base of support

Force plate data analysis

Postural Postural control inputscontrol inputsSomatosensory systems (cutaneous receptors in soles of the

feet, muscle spindle & Golgi tendon organ information, ankle joint receptors, proprioreceptors located at other body segments)

Vestibular system (located in the inner ear)

Visual system (the slowest one)

Page 23: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Force plate data analysis

Typical Typical COP (120 s) – spaghetti diagramCOP (120 s) – spaghetti diagram

Page 24: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Motor strategiesMotor strategies (to correct the sway)

Force plate data analysis

Ankle strategy (body = inverted pendulum, vertical forces)

Hip strategy (larger and more rapid, shear forces)

Stepping strategy

Page 25: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Postural control: Postural control: Central nervous system (CNS)Central nervous system (CNS)

Force plate data analysis

Spinal cord (reflex, 50 ms)

Brainstem/subcortical (automatic response, 100 ms)

Cortical (voluntary movements, 150 ms)

Cerebellum

-Our original goal:Our original goal:study CNS using force plate dataforce plate as mechanical analog of EEGwe have found some „strange“ latencies in the data.

Page 26: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Cardiovascular dynamics measured by force plate

Page 27: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

ExperimentExperiment

Using the force plate and a special bed we measured the force plate output and the ECG signal on 20 healthy adults.

In such a way we obtained a 7 dimensional time series.

The used sampling rate was 1000 Hz. The measurements lasted 8 minutes.

Cardiovascular dynamics measured by force plate

Page 28: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Typical measured signalsTypical measured signals

Cardiovascular dynamics measured by force plate

Page 29: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

For a reclining subject the motion of the internal masses within the body has a crucial effect.Measured ground reaction forces contain information on the blood mass transient flow at each heartbeat and on the movement of the heart itself. (There are also other sources of the internal mass motion that cannot be suppressed, like the stomach activity etc, but they are much slower and do not display a periodic-like pattern.)

Cardiovascular dynamics measured by force plate

The idea is not new. Ballistocardiography Ballistocardiography (=usage ofmikromovements for extracting information on the cardiac activity) is known for more than 70 years.

Page 30: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Cardiac cycleCardiac cycle

Cardiovascular dynamics measured by force plate

Total blood circulation:

Veins right atrium right ventricle pulmonary artery lungs pulmonary vein left atrium left ventricle aorta branching to

capillares veins

Page 31: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Starting point of cycle: ventricle sys. ~ QRS of ECG.

Length of the cycle: approximately 1000 ms

The average over cardiac cycles is taken.

P-wave(systola of atria)

Q -wave

R-wave

S-wave

T-wave(repolarization)

QRS complex(systola of ventricles)

Cardiovascular dynamics measured by force plate

Mechanical activity is triggered by electric one.

Page 32: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Cardiovascular dynamics measured by force plate

DataFiltering

Averaging Black box

(Curvatures)

Page 33: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Cardiovascular dynamics measured by force plate

Page 34: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Cardiovascular dynamics measured by force plate

Advantages of „Curvatures“Advantages of „Curvatures“

• give more (and more precise) information than averaged forces / COP

• every curvature contains information on each measured channel

• do not depend on the position of the volunteer on the bed and on the position of the heart inside the body

Page 35: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Question of interpretationQuestion of interpretation

The curvature maxima correspond to rapid changes in the direction of the motion of internal masses within the

body.

The curvature maxima are associated with significant mechanical events, e.g. rapid heart expand/contract

movements, opening/closure of the valves, arriving of the pulse wave to various aortic branchings,...

The assignment was done with the help of cardiac catheterization.

Cardiovascular dynamics measured by force plate

Page 36: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

What is it good for?

Measuring the pressure wave velocity in large arteries

Observing pathological reflections (recoils)

Testing the effect of medicaments on the aortal wall properties

Testing the pressure changes in abdominal aorta in pregnant women

etc. and all this fully noninvasively. Cooperation of the patient is not needed

Conclusions

Page 37: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Human multiepoch EEG

„The analysis of EEG has a long history. Being used as

a diagnostic tool for 70 years it still resists to be a subject

of strict and objective analysis.“

Page 38: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Experiment: Experiment:

Human multiepoch EEG

Page 39: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Human multiepoch EEG

Common property of evoked potentialsCommon property of evoked potentialsand cardiovascular dynamicsand cardiovascular dynamics

studied process is timelockedtimelocked to some event.

Cardiovascular dynamics is triggered by (QRS complex of) ECG signal.

Evoked potentials are triggered by the instant of stimulus application.

However, just described method does not work for evoked potentials.

Page 40: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Human multiepoch EEGThe reason si: low SNRlow SNR

Noise – everything what we are not interested in, i.e. not only noise caused by imperfection of data acquisition – measured signal contains also other processes (not of interest) running inside the brain, resp. the body

Cardiovascular dynamics: respiration, stomach activity… Evoked potentials: background activity of neurons

Filtering + averaging: cardiovascular dynamics: OK evoked potentials:

(sometimes still low SNR)

Page 41: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Human multiepoch EEG

DataFiltering

Averaging Black box

(Curvatures)

DataBlack box 1

(MLE)

Black box 2(Curvatures,

RMT)

Page 42: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Human multiepoch EEG – nonperiodic reversal

Results: channels 57-60Results: channels 57-60

Page 43: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Human multiepoch EEG – nonperiodic reversal

Results: channels 25-28Results: channels 25-28

Page 44: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

ResultsResults

Human multiepoch EEG – nonperiodic reversal

Page 45: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

ResultsResults

Human multiepoch EEG – needle sticking

Page 46: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Conclusions

BETTER RESULTS THAN FILTERING/AVERAGING:

• low number of epochs• low SNR

Page 47: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec
Page 48: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Detecting Targets in Human Body:

PART IIPART II

Jan Kříž

Department of physics,University of Hradec Králové

Doppler Institute for mathematical physics and applied mathematics

Joint work with Petr Šeba, Emil Doležal

Tosa Yamada Sci-Tech Flash May 30, 2007Kochi University of Technology

Page 49: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

only five independent channelsMF

Usual choice: force components + COP

,z

y

F

Mx .

z

x

F

My

Force plate

FrM

Page 50: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Filtering

Generally, filtering is some mapping of a (univariate) time series: linear, nonlinear

We need to filter out „unwanted“ frequencies: multiplying by a suitable function in the frequency domain.

Page 51: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Multivariate signal – processprocess: multidimensional time-parameterized curve.

Measured channels: projections of the curve to given axes.

Measured forces and moments (projections) depend on the position of the pacient on the bed and on the position of the heart inside the body. The measured process remains unchanged.

Characterizing the curve: geometrical invariants.

Differential geometry & human cardiovascular dynamics measured by force

plate

Page 52: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Differential geometry & human cardiovascular dynamics measured by force

plate

Curvatures - Curvatures - Geometrical invariants of a curveGeometrical invariants of a curve

The main message of the differential geometry: It is more natural to describe local properties of the curve in terms of a local reference system than using a global one like the euclidean coordinates.

Curve: ].,[,0)('

,:

battc

Cbac nn

that such mapping, ba,

Page 53: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Differential geometry & human cardiovascular dynamics measured by force

plate

Frenet frameFrenet frame is a moving reference frame of n orthonormal vectors ei(t) which are used to

describe a curve locally at each point.

To see a “Frenet frame” animationclick here

Page 54: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Differential geometry & human cardiovascular dynamics measured by force

plateAssume that are lin. independent. )(,),(''),(' )1( tctctc n

The Frenet Frame is the family of orthonormal vectors called Frenet vectors. They are constructed from the derivates of c(t) using Gram-Schmidt orthogonalization, i. e.

]},[|)(),(),({ 21 batttt n eee

).()()()(

,1,2 ),( )(),()()( ,)(

)()(

,)('

)(')(

121

1

1

)()(

1

tttt

nktttctctt

tt

tc

tct

nn

i

k

ii

kkk

k

kk

eeee

eeee

ee

e

Page 55: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Differential geometry & human cardiovascular dynamics measured by force

plateThe real valued functions are called generalized curvatures and are defined as

1,,1 ),( njtj

.)('

)(),(')(

1

tc

ttt

jj

j

ee

Main theorem of curve theory

.,,,1)('

).,(2,,1

0)(1,,1

),(,,,

121

1

121

n

jjn

n

ctc

cn

batnj

tnjC

ba

curvatures has and that so

, curve ldimensiona- tions)transforma Eucleidian to (up

unique is there Then and for

withand for continuous-

with some on defined functions Given j

Page 56: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Differential geometry & human cardiovascular dynamics measured by force

plate2 – dimensional curve

3 – dimensional curve

)('

)('

)('

1)(,

)('

)('

)('

1)(

1

22

2

11 tc

tc

tct

tc

tc

tct ee

31221

1)('

)(')('')(')('')()(

tc

tctctctctt

…curvature

…tangent, normal

binormal)( normal,)( tangent,)( 321 ttt eee

31)('

)('')(')()(

tc

tctctt

22)('')('

)('''),('')(')()(

tctc

tctctctt

…curvature

…torsion

Page 57: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Differential geometry & human cardiovascular dynamics measured by force

plate

Relation between the local reference frame and its changes

Curvatures are invariant under reparametrization and Eucleidian transformations! Therefore they are geometric properties of the curve. On the other hand, the curve is uniquely (up to Eucleidian transformations) given by its curvatures.

Frenet – Serret formulaeFrenet – Serret formulae

Page 58: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Differential geometry & quantum waveguides theory

• Exner, Seba, J. Math. Phys. 30 (1989), 2574-2580.

• Duclos, Exner, Rev. Math. Phys. 7 (1995), 73-102.

• Krejcirik, JK, Publ. RIMS 41 (2005), 757-791.

Curvatures play a crucial role in spectral properties of Curvatures play a crucial role in spectral properties of quantum waveguidesquantum waveguides

Page 59: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Differential geometry & physics

Page 60: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Question of interpretationQuestion of interpretation

The curvature maxima correspond to the sudden changes of the curve, i.e. to rapid changes in the

direction of the motion of internal masses within the body.

The curvature maxima are associated with significant mechanical events, e.g. rapid heart expand/contract

movements, opening/closure of the valves, arriving of the pulse wave to various aortic branchings,...

Cardiovascular dynamics measured by force plate

Page 61: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Pulse wave propagationPulse wave propagation

Cardiovascular dynamics measured by force plate

Ejected blood propagets in the form of the pressure wave

Page 62: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Pulse wave scatteringPulse wave scattering

Cardiovascular dynamics measured by force plate

On branching places of large arteries the pulse wave is scattered and the subsequent elastic recoil contribute to the

force changes measured by the plate. A similar recoil is expected also when the artery changes its direction (like for

instance in the aortic arch).

Page 63: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Aorta and major Aorta and major branchingsbranchings

Cardiovascular dynamics measured by force plate

Aortic arch

Diaphragm

Coeliac artery

Mesentric artery

Renalarteries

Abdominalbifurcation

Iliac arteries

Page 64: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Assignment of curvature peaks to Assignment of curvature peaks to mechanical events:mechanical events: cardiac catheterization cardiac catheterization

Cardiovascular dynamics measured by force plate

For comparison we measured three volunteers on the force plate in the same day as they were catheterized.

Page 65: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

ResultsResults

Cardiovascular dynamics measured by force plate

Page 66: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

InterpretationInterpretation

Cardiovascular dynamics measured by force plate

Page 67: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Basic concept of MLE Basic concept of MLE (R.A. Fisher in 1920’s)

• assume pdf f of random vector y depending on a parameter set w, i.e. f(y|w)

• it determines the probability of observing the data vector y (in dependence on the parameters w)

• however, we are faced with inverse problem: we have given data vector and we do not know parameters

• define likelihood function l by reversing the roles of data and parameter vectors, i.e. l(w|y) = f(y|w).

• MLE maximizes l over all parameters w• that is, given the observed data (and a model of

interest), find the pdf, that is most likely to produce the given data.

MLE & human multiepoch EEG

Page 68: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

Baryshnikov, B.V., Van Veen, B.D. and Wakai R.T., IEEE Trans. Biomed. Eng. 51 ( 2004), p. 1981 – 1993.

Assumptions: Assumptions: response is the same across all epochs,noise is independent from trial to trial,it is temporally white, but spatially colouredit is normally distributed with zero mean

MLE & human multiepoch EEG

Page 69: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

N … spatial channels , T … time samples per epochJ … number of epochs

data for j-th epoch: Xj = S + Wj ... N x T matrix

Estimate of repeated signal S in the form

S=HS=HCCTT

C … known T x L matrix of temporal basis vectors, known frequency band is used to construct C

H … unknown N x P matrix of spatial basis vectors … unknown P x L matrix of coefficients

Model is purely linear, spatiallModel is purely linear, spatially-y-temporalltemporallyy nonlocal nonlocal

MLE & human multiepoch EEG

Page 70: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

MLE & human multiepoch EEG

Full dataset of J epochs: X=[ X1 X2 ... XJ ] ... N x JT matrixNoise over J epochs: W=[ W1 W2 ... WJ ] ...N x JT matrix

X = [ S S ... S ] + W ,

[ S S ... S ] = HDT, where DT = [ CT CT... CT ]

Noise covariance „supermatrix“ is modeled as the Kronecker product of spatial and temporal covariance matrices, i.e. every element of N x N „spatial matrix“ is JT x JT „temporal matrix“

RT= WTW… JT x JT temporal cov. matrix, (RT=11)R = WWT … N x N spatial cov. matrix (unknown)

Page 71: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

MLE & human multiepoch EEG

Temporal basis matrix Temporal basis matrix CCProcesses of interests in EEG are usually in the frequency band 1-20 Hz.

Temporal basis vectors can be chosen as (discretized) sin(2ft), cos(2ft) to cover the frequency band of interest.

The number of basis vectors L is given by frequency band.

In the case L=T we may choose C=11 (we take all frequencies)

Page 72: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

MLE & human multiepoch EEG

1. 1. Univariate normal distributionUnivariate normal distributionnormally distributed random quantity x has pdf:

where is the mean and 2 is the variance

2

2

2

)(exp

2

1),|(

x

xf

Page 73: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

MLE & human multiepoch EEG

2. 2. Multivariate normal distributionMultivariate normal distribution

Definition: The m x 1 random vector X is said to have m-variate normal distribution, if for every m the distribution of TX is univariate normal.

Mean: (X1) ... E(Xm)

Covariance matrix: X – X)T]

Theorem: If X is normally distributed then the pdf function is

)()(

2

1exp

2det

1),|( 1T

2/

XXXf

m

Page 74: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

MLE & human multiepoch EEG

Under all above assumptions, the pdfthe pdf can be written as

TTT1

2/2/))((Tr

2

1exp

2)(det

1),,|( DHXDHXR

RHRXf NTJTJ

33. . NoNormal distributionrmal distribution for multivariate time series for multivariate time series

Thus, we are looking for unknown matrices R, and H to maximize the likelihood function for our data X.

TTT1

2/2/))((Tr

2

1exp

2)(det

1)|,,( DHXDHXR

RXHRl NTJTJ

It was done by Baryshnikov et al.It was done by Baryshnikov et al.

Page 75: Detecting Targets in Human Body: What is the common property of radar systems and medical devices? Jan Kříž Department of physics, University of Hradec

MLE & human multiepoch EEG

Hradil, Řeháček, Fiurášek, Ježek, Maximum Likelihood Methods in Quantum Mechanics, in Quantum State Estimation, Lecture Notes in Physics (ed. M.G.A. Paris, J. Rehacek), 59-112, Springer, 2004.

MLE MLE & quantum state reconstruction& quantum state reconstruction