English

A Poisson Kalman filter for disease surveillance

Methodology 2020-10-14 v5 Quantitative Methods

Abstract

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 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.

Keywords

Cite

@article{arxiv.2003.11194,
  title  = {A Poisson Kalman filter for disease surveillance},
  author = {Donald Ebeigbe and Tyrus Berry and Steven J. Schiff and Timothy Sauer},
  journal= {arXiv preprint arXiv:2003.11194},
  year   = {2020}
}

Comments

19 Pages, 8 Figures

R2 v1 2026-06-23T14:26:20.759Z