Notes

  • Notes on sensorimotor cortical areas
    A rough compilation of material presented during the Sabes' Lab meetings, April-May 2001. Focuses on nomenclature, intracortical connections, and basic physiological properties of various parietal and cortical sensorimotor areas.

Code

  • EM algorithm for linear dynamical systems
    A Matlab implementation to identify a linear dynamical system (LDS) of the form:
           x(t+1) = A*x(t) + B*u(t) + q(t) 
           y(t) = C*x(t) + D*w(t) + r(t) 
           cov([q,r])=[Q 0; 0 R]

The algorithm is based on the expectation-maximization (EM) algorithm developed by Shumway and Stoffer (1982) and Ghahramani and Hinton (1996). The E-Step consists of Kalman smoothing, the M-Step is solved exactly. This implementation is based on code by Zoubin Ghahramani. Details of this algorithm can be found in the appendix of Cheng and Sabes (2006).

Authors: Philip Sabes and Sen Cheng
License: GNU General Public License
Citation: Cheng S and Sabes PN, Neural Comput., 18(4): 760-793 (2006)
Date Version Notes
June 17, 2005 1.0 Initial implementation. Any matrix parameter can be held fixed during estimation.