Estimation of nonlinear mixed-effects continuous-time models using the continuous-discrete extended Kalman filter

Keyphrases

• Continuous-time Model 100%
• Stochastic Differential Equation Models 100%
• Nonlinear Mixed Effects 100%
• Latent Variables 40%
• Random Effects 40%
• Mixed Effects 40%
• Kalman Filter Algorithm 40%
• Noisy Data 20%
• Efficient Modeling 20%
• Monte Carlo Simulation Study 20%
• Continuous-time 20%
• Change Patterns 20%
• Estimation Algorithms 20%
• Intensive Longitudinal Data 20%
• Ecological Momentary Assessment 20%
• Longitudinal Measurement 20%
• Standard Error of Estimate 20%
• Change Process 20%
• Heterogeneous Patterns 20%
• Emotion Model 20%
• Differential Equation Model 20%
• Reasonable Standard 20%
• Reasonable Parameters 20%
• Non-linear Pattern 20%
• Time Differential 20%

Mathematics

• Continuous Time Model 100%
• Kalman Filtering 100%
• Differential Equation Model 100%
• Stochastic Differential Equation 83%
• Random Effect 33%
• Variance 16%
• Monte Carlo 16%
• Simulation Study 16%
• time interval τ 16%
• Error Estimate 16%
• Continuous Time 16%
• Heterogeneous Pattern 16%

Engineering

• Continuous Time 100%
• Extended Kalman Filter 100%
• Equation Model 100%
• Stochastic Differential 83%
• Random Effect 33%
• Estimation Result 16%
• Error Estimate 16%
• Noise Variance 16%
• Process Noise 16%
• Change Process 16%