Learning optimal spatio-temporal filters is a key to feature extraction for single-trial electroencephalogram (EEG) classification. The challenges are controlling the complexity of the learning algorithm so as to alleviate the curse of dimensionality and attaining computational efficiency to facilitate online applications, e.g., brain–computer interfaces (BCIs). To tackle these barriers, this paper presents a novel algorithm, termed regularized spatio-temporal filtering and classification (RSTFC), for single-trial EEG classification. RSTFC consists of two modules. In the feature extraction module, an l₂-regularized algorithm is developed for supervised spatio-temporal filtering of the EEG signals.
Unlike the existing supervised spatio-temporal filter optimization algorithms, the developed algorithm can simultaneously optimize spatial and high-order temporal filters in an eigenvalue decomposition framework and thus be implemented highly efficiently. In the classification module, a convex optimization algorithm for sparse Fisher linear discriminant analysis is proposed for simultaneous feature selection and classification of the typically high-dimensional spatio-temporally filtered signals. The effectiveness of RSTFC is demonstrated by comparing it with several state-of-the-arts methods on three brain-computer interface (BCI) competition data sets collected from 17 subjects. Results indicate that RSTFC yields significantly higher classification accuracies than the competing methods. This paper also discusses the advantage of optimizing channel-specific temporal filters over optimizing a temporal filter common to all channels.