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...

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Bibliographic Details
Main Authors: Donald Ebeigbe, Tyrus Berry, Steven J. Schiff, Timothy Sauer
Format: Article
Language:English
Published: American Physical Society 2020-10-01
Series:Physical Review Research
Online Access:http://doi.org/10.1103/PhysRevResearch.2.043028
Description
Summary: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 (extended) filter. The methods are applied to a case study of neonatal sepsis and postinfectious hydrocephalus in Africa, using parameters estimated from publicly available data. Our approach is applicable to a broad range of disease dynamics, including both noncommunicable and the inherent nonlinearities of communicable infectious diseases and epidemics such as from COVID-19.
ISSN:2643-1564