An approach to periodic, time-varying parameter estimation using nonlinear filtering

DOI10.1088/1361-6420/aad3e0zbMath1397.92015arXiv1710.07978OpenAlexW3106225312WikidataQ129518574 ScholiaQ129518574MaRDI QIDQ4582687

Andrea Arnold, Alun L. Lloyd

Publication date: 24 August 2018

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.07978

zbMATH Keywords

nonlinear filteringperiodic structureFitzHugh-Nagumoensemble Kalman filter (EnKF)time-varying parameter estimationmeasles transmission

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) General biostatistics (92B15) Neural biology (92C20) Medical epidemiology (92C60)

Related Items

When artificial parameter evolution gets real: particle filtering for time-varying parameter estimation in deterministic dynamical systems ⋮ Fourier series-based approximation of time-varying parameters in ordinary differential equations ⋮ Using Monte Carlo Particle Methods to Estimate and Quantify Uncertainty in Periodic Parameters (Research) ⋮ Analyzing the effects of observation function selection in ensemble Kalman filtering for epidemic models ⋮ Parameter identification for a stochastic \textit{SEIRS} epidemic model: case study influenza

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Adaptive proposal distribution for random walk Metropolis algorithm
• Catastrophic filter divergence in filtering nonlinear dissipative systems
• Statistical and computational inverse problems.
• Stochastic processes and filtering theory
• The Mathematics of Infectious Diseases
• Linear multistep methods, particle filtering and sequential Monte Carlo
• Modeling and Inverse Problems in the Presence of Uncertainty
• Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Time Series Modelling of Childhood Diseases: A Dynamical Systems Approach
• Filtering via Simulation: Auxiliary Particle Filters
• NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
• The ensemble Kalman filter for combined state and parameter estimation
• A Simplex Method for Function Minimization
• An adaptive Metropolis algorithm