Adaptive optimal input design and parametric estimation of nonlinear dynamical systems: application to neuronal modeling.

OBJECTIVE: Many physical models of biological processes including neural systems are characterized by parametric nonlinear dynamical relations between driving inputs, internal states, and measured outputs of the process. Fitting such models using experimental data (data assimilation) is a challenging task since the physical process often operates in a noisy, possibly non-stationary environment; moreover, conducting multiple experiments under controlled and repeatable conditions can be impractical, time consuming or costly. The accuracy of model identification, therefore, is dictated principally by the quality and dynamic richness of collected data over single or few experimental sessions. Accordingly, it is highly desirable to design efficient experiments that, by exciting the physical process with smart inputs, yields fast convergence and increased accuracy of the model. APPROACH: We herein introduce an adaptive framework in which optimal input design is integrated with square root cubature Kalman filters (OID-SCKF) to develop an online estimation procedure that first, converges significantly quicker, thereby permitting model fitting over shorter time windows, and second, enhances model accuracy when only few process outputs are accessible. The methodology is demonstrated on common nonlinear models and on a four-area neural mass model with noisy and limited measurements. Estimation quality (speed and accuracy) is benchmarked against high-performance SCKF-based methods that commonly employ dynamically rich informed inputs for accurate model identification. MAIN RESULTS: For all the tested models, simulated single-trial and ensemble averages showed that OID-SCKF exhibited (i) faster convergence of parameter estimates and (ii) lower dependence on inter-trial noise variability with gains up to around 1000 ms in speed and 81% increase in variability for the neural mass models. In terms of accuracy, OID-SCKF estimation was superior, and exhibited considerably less variability across experiments, in identifying model parameters of (a) systems with challenging model inversion dynamics and (b) systems with fewer measurable outputs that directly relate to the underlying processes. SIGNIFICANCE: Fast and accurate identification therefore carries particular promise for modeling of transient (short-lived) neuronal network dynamics using a spatially under-sampled set of noisy measurements, as is commonly encountered in neural engineering applications.

Hybrid Cubature Kalman filtering for identifying nonlinear models from sampled recording: Estimation of neuronal dynamics.

Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate under CD-CKF. In conclusion, and with the CKF recently benchmarked against other advanced Bayesian techniques, the CD-CKF framework could provide significant gains in robustness and accuracy when estimating a variety of biological phenomena models where the underlying process dynamics unfold at time scales faster than those seen in collected measurements.