Fst-Filter: A flexible spatio-temporal filter for biomedical multichannel data denoising

In this paper, we present the noise reduction method for a multichannel measurement system where the true underlying signal is spatially low-rank and contaminated by spatially correlated noise. Our proposed formulation applies generalized singular value decomposition (GSVD) with signal recovery approach to extend the conventional subspace-based methods for performing the spatio-temporal filtering. Without necessarily requiring the noise covariance data in advance, the implemented optimization scheme allows users to choose the denoising function, F(·) flexibly satisfying for different temporal noise characteristics from a variety of existing efficient temporal filters. An effectiveness of proposed method is demonstrated by yielding the better accuracy for the brain source estimation on simulated magnetoencephalography (MEG) experiments than some traditional methods, e.g., principal component analysis (PCA), robust principal component analysis (RPCA) and multivariate wavelet denoising (MWD).