Estimation of event related potentials (ERP) by extended autocorrelation method

For the investigation of evoked potentials in single trial electroencephalogram (EEG) recordings, a method is used to extract the event related potential (ERP) from the electroencephalogram (EEG). The transient ERP is modeled as a sun of exponentially decaying sinusoids in the colored EEG noise. The signal parameters are estimated via Singular Value Decomposition (SVD) applied to extended autocorrelation matrix of both forward and backward prediction. The method is tested by application to real single-evoked visual response measurements.