Fast Recursive Filters for Simulating Nonlinear Dynamic Systems

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Publication:3510941

DOI10.1162/NECO.2008.04-07-506zbMATH Open1147.68666arXiv0704.1362OpenAlexW2115230328WikidataQ46768600 ScholiaQ46768600MaRDI QIDQ3510941FDOQ3510941


Authors: J. H. van Hateren Edit this on Wikidata


Publication date: 3 July 2008

Published in: Neural Computation (Search for Journal in Brave)

Abstract: A fast and accurate computational scheme for simulating nonlinear dynamic systems is presented. The scheme assumes that the system can be represented by a combination of components of only two different types: first-order low-pass filters and static nonlinearities. The parameters of these filters and nonlinearities may depend on system variables, and the topology of the system may be complex, including feedback. Several examples taken from neuroscience are given: phototransduction, photopigment bleaching, and spike generation according to the Hodgkin-Huxley equations. The scheme uses two slightly different forms of autoregressive filters, with an implicit delay of zero for feedforward control and an implicit delay of half a sample distance for feedback control. On a fairly complex model of the macaque retinal horizontal cell it computes, for a given level of accuracy, 1-2 orders of magnitude faster than 4th-order Runge-Kutta. The computational scheme has minimal memory requirements, and is also suited for computation on a stream processor, such as a GPU (Graphical Processing Unit).


Full work available at URL: https://arxiv.org/abs/0704.1362




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