A probabilistic framework for learning robust common spatial patterns

Abstract

Robustness in signal processing is crucial for the purpose of reliably interpreting physiological features from noisy data in biomedical applications. We present a robust algorithm based on the reformulation of a well-known spatial filtering and feature extraction algorithm named Common Spatial Patterns (CSP). We cast the problem of learning CSP into a probabilistic framework, which allows us to gain insights into the algorithm. To address the overfitting problem inherent in CSP, we propose an expectation-maximization (EM) algorithm for learning robust CSP using from a Student-t distribution. The efficacy of the proposed robust algorithm is validated with both simulated and real EEG data.