Simulations show an extended Kalman filter recovers undetected infections and other hidden epidemic states from observed hospital and case counts in a diffusion-approximated Covid-19 model.
Efficiency of the extended Kalman filter for nonlinear systems with small noise.SIAM Journal on applied mathematics 51, 3 (1991), 843–885
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Estimating Unobservable States in Stochastic Epidemic Models with Partial Information
Simulations show an extended Kalman filter recovers undetected infections and other hidden epidemic states from observed hospital and case counts in a diffusion-approximated Covid-19 model.