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An adaptive nonlinear state space model applied to modelling epidemics. (English) Zbl 0824.62096

Summary: A state space model is developed for a system of nonlinear differential equations with observations consisting of nonlinear functions of the state variables. This is applied to modelling gonorrhea transmission in a heterosexual population. Variable transformations are used to keep the incidence rates in the interval zero to one and the unknown parameters in the proper ranges. A refinement of the model allows adaptively varying contact rates. The Kalman filter is used to calculate an approximate likelihood, and nonlinear optimization is used to obtain approximate maximum likelihood estimates.

MSC:

62P10 Applications of statistics to biology and medical sciences; meta analysis
92D30 Epidemiology
62M20 Inference from stochastic processes and prediction