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The exploration of brain responses following environmental inputs or in the context of dynamic cognitive changes is crucial for better understanding the central nervous system (CNS). However, the limited signal-to-noise ratio of non-invasive brain signals, such as evoked potentials (EPs), makes the detection of single-trial events a difficult estimation task. In this chapter, focus is given on the state-space approach for modeling brain responses following stimulation of the CNS.

State-Space Modeling for Single-Trial Evoked Potential Estimation