Reverse Engineering Sparse Gene Regulatory Networks Using Cubature Kalman Filter and Compressed Sensing

Algorithm 1

Network inference: CKFS.

(1)    Input time series data set 𝐲.

(2)   Initialize 𝐼,𝐾,𝜙₀,𝐱₀.

(3)   for  𝑘=1,…,𝐾  do

(4)    Find the state estimates using CKF following the time

      and measurement update steps in Section 3.

(5)    Estimate parameters 𝐛_𝑘 from 𝐱_𝑘 and 𝐲_𝑘 using (20).

(6)    for  𝜏=1,…,𝐾_𝜏  do

(7)     Update the parameters 𝐛_𝑘 using (23).

(8)    end  for

(9)   end  for

(10) return