Extended Kalman filter based on stochastic epidemiological model for COVID-19 modelling.

This paper presents a new stochastic-based method for modelling and analysis of COVID-19 spread. A new deterministic Susceptible, Exposed, Infectious, Recovered (Re-infected) and Deceased-based Social Distancing model, named SEIR(R)D-SD, is proposed by introducing the re-infection rate and social distancing factor into the traditional SEIRD (Susceptible, Exposed, Infectious, Recovered and Deceased) model to account for the effects of re-infection and social distancing on COVID-19 spread. The deterministic SEIRD(R)D-SD model is further converted into the stochastic form to account for uncertainties involved in COVID-19 spread. Based on this, an extended Kalman filter (EKF) is developed based on the stochastic SEIR(R)D-SD model to simultaneously estimate both model parameters and transmission state of COVID-19 spread. Simulation results and comparison analyses demonstrate that the proposed method can effectively account for the re-infection and social distancing as well as uncertain effects on COVID-19 spread, leading to improved accuracy for prediction of COVID-19 spread.

Maximum likelihood-based extended Kalman filter for COVID-19 prediction.

Prediction of COVID-19 spread plays a significant role in the epidemiology study and government battles against the epidemic. However, the existing studies on COVID-19 prediction are dominated by constant model parameters, unable to reflect the actual situation of COVID-19 spread. This paper presents a new method for dynamic prediction of COVID-19 spread by considering time-dependent model parameters. This method discretises the susceptible-exposed-infected-recovered-dead (SEIRD) epidemiological model in time domain to construct the nonlinear state-space equation for dynamic estimation of COVID-19 spread. A maximum likelihood estimation theory is established to online estimate time-dependent model parameters. Subsequently, an extended Kalman filter is developed to estimate dynamic COVID-19 spread based on the online estimated model parameters. The proposed method is applied to simulate and analyse the COVID-19 pandemics in China and the United States based on daily reported cases, demonstrating its efficacy in modelling and prediction of COVID-19 spread.