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Title:

Adaptive Estimation of Noise Covariance Matrices in Unscented Kalman Filter for Multiclass Traffic Flow Model

Accession Number:

01154398

Record Type:

Component

Availability:

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Washington, DC 20001 United States
Order URL: http://www.trb.org/Main/Blurbs/Traffic...ory_and_Characteristics_2010_164962.aspx

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Order URL: http://worldcat.org/isbn/9780309160629

Abstract:

Traffic state estimation problems must deal with imperfect information. Imperfect information may occur as a result of misalignments between reality and the assumptions or simplifications made when developing the models as well as incomplete or corrupted data. One of the well-known methods of handling imperfect information is the Kalman filter algorithm and its variations, such as the extended Kalman filter and the unscented Kalman filter. While the standard Kalman filter and the extended Kalman filter have been widely applied to the state estimation of linear systems, the unscented Kalman filter has been reported the better choice in the multiclass traffic state estimation. In many applications of Kalman filters to traffic estimation problems, the model and measurement noise covariance matrices are normally estimated. When there is a mismatch between the true and the assumed noise distribution, however, the filter often suffers from performance degradation and even divergence in certain situations. To this end, this paper presents a more efficient and accurate algorithm embedded in the unscented Kalman filter to simultaneously estimate the traffic state and the model noise distribution statistics. The proposed method is facilitated through a simultaneous update of the model noise covariance matrix in the predicted covariance equations of the unscented Kalman filter algorithm. It is found through simulation that the proposed algorithm may improve the model performance over the standard algorithm.

Monograph Accession #:

01329026

Report/Paper Numbers:

10-2265

Language:

English

Authors:

Ngoduy, Dong
Sumalee, Agachai

Pagination:

pp 119-130

Publication Date:

2010

Serial:

Transportation Research Record: Journal of the Transportation Research Board

Issue Number: 2188
Publisher: Transportation Research Board
ISSN: 0361-1981

ISBN:

9780309160629

Media Type:

Print

Features:

Figures (8) ; References (16) ; Tables (1)

Subject Areas:

Highways; Operations and Traffic Management; I71: Traffic Theory

Files:

TRIS, TRB, ATRI

Created Date:

Jan 25 2010 11:02AM

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