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: | , , , |
---|---|
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 |
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 |