We present a framework for the identification of spatiotemporal linear dynamical systems. We use a state-space model representation that has the following attributes: 1) the number of spatial observation locations are decoupled from the model order; 2) the model allows for spatial heterogeneity; 3) the model representation is continuous over space; and 4) the model parameters can be identified in a simple and sparse estimation procedure.
The model identification procedure we propose has four steps: 1) decomposition of the continuous spatial field using a finite set of basis functions where spatial frequency analysis is used to determine basis function width and spacing, such that the main spatial frequency contents of the underlying field can be captured; 2) initialization of states in closed form; 3) initialization of state-transition and input matrix model parameters using sparse regression-the least absolute shrinkage and selection operator method; and 4) joint state and parameter estimation using an iterative Kalman-filter/sparse-regression algorithm. To investigate the performance of the proposed algorithm we use data generated by the Kuramoto model of spatiotemporal cortical dynamics. The identification algorithm performs successfully, predicting the spatiotemporal field with high accuracy, whilst the sparse regression leads to a compact model.