Real-Time Parametric Modeling and Estimation of Urban Traffic Junctions

An online dual estimation algorithm is developed to jointly estimate in real-time traffic quantities such as queue lengths, occupancies and flows, as well as the parameters of a macroscopic model of a signalized junction. These parameters include turning ratios and saturation flows, together with model uncertainties. The proposed novel methodology is based on the Expectation-Maximization algorithm, modified for real-time estimation, with a Kalman filter implementing the expectation step and a multivariate gradient-based approach for the maximisation step. The algorithm is validated by simulating the typical signalized 3-arm and 4-arm junctions. This work is aimed to form a part of the adaptive control loops for traffic light systems that are able to autonomously adjust with changing traffic conditions, so as to ensure efficient vehicle flows.

[1]  David R. Kincaid,et al.  Linear Algebra: Theory and Applications , 2010 .

[2]  O. Cappé Online sequential Monte Carlo EM algorithm , 2009, 2009 IEEE/SP 15th Workshop on Statistical Signal Processing.

[3]  John A. Quinn,et al.  Factorial Switching Linear Dynamical Systems Applied to Physiological Condition Monitoring , 2009, IEEE Transactions on Pattern Analysis and Machine Intelligence.

[4]  Demetrios G. Lainiotis,et al.  Optimal Estimation in the Presence of Unknown Parameters , 1969, IEEE Trans. Syst. Sci. Cybern..

[5]  Dirk Helbing From microscopic to macroscopic traffic models , 1998 .

[6]  J. Spall Multivariate stochastic approximation using a simultaneous perturbation gradient approximation , 1992 .

[7]  Petre Stoica,et al.  Decentralized Control , 2018, The Control Systems Handbook.

[8]  Simon G. Fabri,et al.  Joint state and parameter estimation for a macro traffic junction model , 2016, 2016 24th Mediterranean Conference on Control and Automation (MED).

[9]  Dan Klein,et al.  Online EM for Unsupervised Models , 2009, NAACL.

[10]  Robert L Gordon,et al.  Traffic Control Systems Handbook (2005 Edition) , 2005 .

[11]  Markos Papageorgiou,et al.  An adaptive freeway traffic state estimator , 2009, Autom..

[12]  Kerrie Mengersen,et al.  Mixtures: Estimation and Applications , 2011 .

[13]  Å. Björck,et al.  A Schur method for the square root of a matrix , 1983 .

[14]  Shuo Chen The Application of the Expectation-Maximization Algorithm to the Identification of Biological Models , 2006 .

[15]  S. Neal Linear estimation in the presence of errors in assumed plant dynamics , 1967, IEEE Transactions on Automatic Control.

[16]  Simon G. Fabri,et al.  Simultaneous Traffic Flow and Macro Model Estimation for Signalized Junctions with Multiple Input Lanes , 2017, VEHITS.

[17]  Yisong Yue,et al.  On Using Simultaneous Perturbation Stochastic Approximation for Learning to Rank, and the Empirical Optimality of LambdaRank , 2007 .

[18]  Y. Bar-Shalom Optimal simultaneous state estimation and parameter identification in linear discrete-time systems , 1972 .

[19]  D. Magill Optimal adaptive estimation of sampled stochastic processes , 1965 .

[20]  Ren Wang,et al.  Joint parameter and state estimation algorithms for real-time traffic monitoring , 2013 .

[21]  D. Rubin,et al.  Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper , 1977 .

[22]  Eric A. Wan,et al.  Dual Kalman Filtering Methods for Nonlinear Prediction, Smoothing and Estimation , 1996, NIPS.

[23]  Graham C. Goodwin,et al.  Adaptive filtering prediction and control , 1984 .

[24]  I. Hoteit,et al.  Simultaneous perturbation stochastic approximation for tidal models , 2011 .

[25]  E. Montroll,et al.  Traffic Dynamics: Studies in Car Following , 1958 .

[26]  Simon G. Fabri,et al.  Online state and multidimensional parameter estimation for a macroscopic model of a traffic junction , 2017, 2017 IEEE 20th International Conference on Intelligent Transportation Systems (ITSC).

[27]  E. Stear,et al.  The simultaneous on-line estimation of parameters and states in linear systems , 1976 .

[28]  Brett Ninness,et al.  ROBUST AND SIMPLE ALGORITHMS FOR MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIABLE SYSTEMS , 2002 .

[29]  Simo Srkk,et al.  Bayesian Filtering and Smoothing , 2013 .

[30]  Simon G. Fabri,et al.  Online state and parameter estimation for a 4-arm traffic junction , 2017, 2017 25th Mediterranean Conference on Control and Automation (MED).

[31]  R. Kopp,et al.  LINEAR REGRESSION APPLIED TO SYSTEM IDENTIFICATION FOR ADAPTIVE CONTROL SYSTEMS , 1963 .

[32]  R B Potts,et al.  THE OVERSATURATED INTERSECTION , 1963 .

[33]  Franklin Farell Roadmap to a Single European Transport Area: Towards a competitive and resource efficient transport system , 2014 .

[34]  Chris Jones,et al.  Two-Stage Filtering for Joint State-Parameter Estimation , 2014, 1403.5989.

[35]  A G Sims,et al.  SCATS, SPLITS AND OFFSETS SIMPLIFIED (SOS) , 1984 .

[36]  Lennart Ljung,et al.  System Identification: Theory for the User , 1987 .

[37]  Simo Särkkä,et al.  Bayesian Filtering and Smoothing , 2013, Institute of Mathematical Statistics textbooks.

[38]  Visakan Kadirkamanathan,et al.  Functional Adaptive Control: An Intelligent Systems Approach , 2012 .

[39]  J. Blum Multidimensional Stochastic Approximation Methods , 1954 .

[40]  Donald L. Simon,et al.  Aircraft Turbofan Engine Health Estimation Using Constrained Kalman Filtering , 2005 .

[41]  Payman Sadegh,et al.  Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation , 1997, Autom..

[42]  M J Lighthill,et al.  On kinematic waves II. A theory of traffic flow on long crowded roads , 1955, Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences.

[43]  Markos Papageorgiou,et al.  Store-and-forward based methods for the signal control problem in large-scale congested urban road networks , 2009 .

[44]  R D Bretherton,et al.  THE SCOOT ON-LINE TRAFFIC SIGNAL OPTIMISATION TECHNIQUE , 1982 .

[45]  Jindrich Duník,et al.  Estimation of state and parameters of traffic system , 2007, ICINCO-RA.

[46]  Andreas Hegyi,et al.  Integrated traffic control for mixed urban and freeway networks: a model predictive control approach , 2007 .

[47]  C. Daganzo THE CELL TRANSMISSION MODEL.. , 1994 .