Tracking of nonstationary EEG with Kalman smoother approach: an application to event-related synchronization of alpha waves

An adaptive spectrum estimation method for nonstationary EEG by means of Kalman filtering along with fixed-interval smoothing is presented. The advantages of the Kalman smoother approach are the optimality properties and the avoidance of the tracking lag present in all adaptive algorithms. The presented Kalman smoother approach was applied to tracking of event-related synchronization of EEG and high resolution estimates for EEG in the alpha frequency band were obtained.