Nonlinear Kalman filtering for censored observations

作者：

Highlights：

• A nonlinear Kalman filter for estimation in systems with censored data is proposed.

• The filter is able to track parameters despite the presence of censored data.

• The method is applied to HCV and HIV clinical studies with censored data.

摘要

•A nonlinear Kalman filter for estimation in systems with censored data is proposed.•The filter is able to track parameters despite the presence of censored data.•The method is applied to HCV and HIV clinical studies with censored data.

论文关键词：Extended Kalman filter,Censored observation,Parameter estimation,Hepatitis C virus (HCV),Human immunodeficiency virus (HIV)

论文评审过程：Received 3 January 2017, Revised 2 June 2017, Accepted 4 August 2017, Available online 21 September 2017, Version of Record 21 September 2017.

论文官网地址：https://doi.org/10.1016/j.amc.2017.08.002