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This book develops and details a rigorous, canonical modeling approach for analyzing spatio-temporal brain wave dynamics. The nonlinear, nonstationary behavior of brain wave measures and general uncertainty associated with the brain makes it difficult to apply modern system identification techniques to such systems. While there is a substantial amount of literature on the use of stationary analyses for brain waves, relatively less work has considered real-time estimation and imaging of brain waves from noninvasive measurements. This book addresses the issue of modeling and imaging brain waves...