Poisson Kalman filter for disease surveillance
An optimal filter for Poisson observations is developed as a variant of the traditional Kalman filter. Poisson distributions are characteristic of infectious diseases, which model the number of patients recorded as presenting each day to a health care system. We develop both a linear and a nonlinear...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
American Physical Society
2020-10-01
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Series: | Physical Review Research |
Online Access: | http://doi.org/10.1103/PhysRevResearch.2.043028 |