Modeling time-varying brain networks with a self-tuning optimized Kalman filter

Brain networks are complex dynamical systems in which directed interactions between different areas evolve at the sub-second scale of sensory, cognitive and motor processes. Due to the highly non-stationary nature of neural signals and their unknown noise components, however, modeling dynamic brain networks has remained one of the major challenges in contemporary neuroscience. Here, we present a new algorithm based on an innovative formulation of the Kalman filter that is optimized for tracking rapidly evolving patterns of directed functional connectivity under unknown noise conditions. The Self-Tuning Optimized Kalman filter (STOK) is a novel adaptive filter that embeds a self-tuning memory decay and a recursive regularization to guarantee high network tracking accuracy, temporal precision and robustness to noise. To validate the proposed algorithm, we performed an extensive comparison against the classical Kalman filter, in both realistic surrogate networks and real electroencephalography (EEG) data. In both simulations and real data, we show that the STOK filter estimates time-frequency patterns of directed connectivity with significantly superior performance. The advantages of the STOK filter were even clearer in real EEG data, where the algorithm recovered latent structures of dynamic connectivity from epicranial EEG recordings in rats and human visual evoked potentials, in excellent agreement with known physiology. These results establish the STOK filter as a powerful tool for modeling dynamic network structures in biological systems, with the potential to yield new insights into the rapid evolution of network states from which brain functions emerge.
Author summary During normal behavior, brains transition between functional network states several times per second. This allows humans to quickly read a sentence, and a frog to catch a fly. Understanding these fast network dynamics is fundamental to understanding how brains work, but up to now it has proven very difficult to model fast brain dynamics for various methodological reasons. To overcome these difficulties, we designed a new Kalman filter (STOK) by innovating on previous solutions from control theory and state-space modelling. We show that STOK accurately models fast network changes in simulations and real neural data, making it an essential new tool for modelling fast brain networks in the time and frequency domain.