Efficient identification for modeling high-dimensional brain dynamics

Matthew F. Singh, Michael Wang, Michael W. Cole, Shi Nung Ching

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations


System identification poses a significant bottleneck to characterizing and controlling complex systems. This challenge is greatest when both the system states and parameters are not directly accessible, leading to a dual-estimation problem. Current approaches to such problems are limited in their ability to scale with many-parameter systems, as often occurs in networks. In the current work, we present a new, computationally efficient approach to treat large dual-estimation problems. In this work, we derive analytic back-propagated gradients for the Prediction Error Method which enables efficient and accurate identification of large systems. The PEM approach consists of directly integrating state estimation into a dual-optimization objective, leaving a differentiable cost/error function only in terms of the unknown system parameters, which we solve using numerical gradient/Hessian methods. Intuitively, this approach consists of solving for the parameters that generate the most accurate state estimator (Extended/Cubature Kalman Filter). We demonstrate that this approach is at least as accurate in state and parameter estimation as joint Kalman Filters (Extended/Unscented/Cubature) and Expectation-Maximization, despite lower complexity. We demonstrate the utility of our approach by inverting anatomically-detailed individualized brain models from human magnetoencephalography (MEG) data.

Original languageEnglish (US)
Title of host publication2022 American Control Conference, ACC 2022
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages6
ISBN (Electronic)9781665451963
StatePublished - 2022
Event2022 American Control Conference, ACC 2022 - Atlanta, United States
Duration: Jun 8 2022Jun 10 2022

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619


Conference2022 American Control Conference, ACC 2022
Country/TerritoryUnited States

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering


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