Dynamic modeling of neuronal responses in fMRI using cubature Kalman filtering

@article{Havlicek2011DynamicMO,
  title={Dynamic modeling of neuronal responses in fMRI using cubature Kalman filtering},
  author={Martin Havlicek and Karl J. Friston and Jir{\'i} Jan and Milan Br{\'a}zdil and Vince D. Calhoun},
  journal={NeuroImage},
  year={2011},
  volume={56},
  pages={2109-2128}
}
This paper presents a new approach to inverting (fitting) models of coupled dynamical systems based on state-of-the-art (cubature) Kalman filtering. Crucially, this inversion furnishes posterior estimates of both the hidden states and parameters of a system, including any unknown exogenous input. Because the underlying generative model is formulated in continuous time (with a discrete observation process) it can be applied to a wide variety of models specified with either ordinary or stochastic… CONTINUE READING
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