Deep brain stimulation (DBS) is an effective clinical treatment for epilepsy. However, the individualized setting and adaptive adjustment of DBS parameters are still facing great challenges. This paper investigates a data-driven hardware-in-the-loop (HIL) experimental system for closed-loop brain stimulation system individualized design and validation. The unscented Kalman filter (UKF) is utilized to estimate critical parameters of neural mass model (NMM) from the electroencephalogram recordings to reconstruct individual neural activity. Based on the reconstructed NMM, we build a digital signal processor (DSP) based virtual brain platform with real time scale and biological signal level scale. Then, the corresponding hardware parts of signal amplification detection and closed-loop controller are designed to form the HIL experimental system. Based on the designed experimental system, the proportional-integral controller for different individual NMM is designed and validated, which proves the effectiveness of the experimental system. This experimental system provides a platform to explore neural activity under brain stimulation and the effects of various closed-loop stimulation paradigms.