A Framework for Robust Assimilation of Potentially Malign Third-Party Data, and its Statistical Meaning

This paper presents a model-based method for fusing data from multiple sensors with a hypothesis-test-based component for rejecting potentially faulty or otherwise malign data. Our framework is based on an extension of the classic particle filter algorithm for real-time state estimation of uncertain systems with nonlinear dynamics with partial and noisy observations. This extension, based on classical statistical theories, utilizes statistical tests against the system's observation model. We discuss the application of the two major statistical testing frameworks, Fisherian significance testing and Neyman-Pearsonian hypothesis testing, to the Monte Carlo and sensor fusion settings. The Monte Carlo Neyman-Pearson test we develop is useful when one has a reliable model of faulty data, while the Fisher one is applicable when one may not have a model of faults, which may occur when dealing with third-party data, like GNSS data of transportation system users. These statistical tests can be combined with a particle filter to obtain a Monte Carlo state estimation scheme that is robust to faulty or outlier data. We present a synthetic freeway traffic state estimation problem where the filters are able to reject simulated faulty GNSS measurements. The fault-model-free Fisher filter, while underperforming the Neyman-Pearson one when the latter has an accurate fault model, outperforms it when the assumed fault model is incorrect.Comment: IEEE Intelligent Transportation Systems Magazine, special issue on GNSS-based positionin

Fusing Loop and GPS Probe Measurements to Estimate Freeway Density

In an age of ever-increasing penetration of GPS-enabled mobile devices, the potential of real-time "probe" location information for estimating the state of transportation networks is receiving increasing attention. Much work has been done on using probe data to estimate the current speed of vehicle traffic (or equivalently, trip travel time). While travel times are useful to individual drivers, the state variable for a large class of traffic models and control algorithms is vehicle density. Our goal is to use probe data to supplement traditional, fixed-location loop detector data for density estimation. To this end, we derive a method based on Rao-Blackwellized particle filters, a sequential Monte Carlo scheme. We present a simulation where we obtain a 30\% reduction in density mean absolute percentage error from fusing loop and probe data, vs. using loop data alone. We also present results using real data from a 19-mile freeway section in Los Angeles, California, where we obtain a 31\% reduction. In addition, our method's estimate when using only the real-world probe data, and no loop data, outperformed the estimate produced when only loop data were used (an 18\% reduction). These results demonstrate that probe data can be used for traffic density estimation

Parallelized Particle and Gaussian Sum Particle Filters for Large Scale Freeway Traffic Systems

Large scale traffic systems require techniques able to: 1) deal with high amounts of data and heterogenous data coming from different types of sensors, 2) provide robustness in the presence of sparse sensor data, 3) incorporate different models that can deal with various traffic regimes, 4) cope with multimodal conditional probability density functions for the states. Often centralized architectures face challenges due to high communication demands. This paper develops new estimation techniques able to cope with these problems of large traffic network systems. These are Parallelized Particle Filters (PPFs) and a Parallelized Gaussian Sum Particle Filter (PGSPF) that are suitable for on-line traffic management. We show how complex probability density functions of the high dimensional trafc state can be decomposed into functions with simpler forms and the whole estimation problem solved in an efcient way. The proposed approach is general, with limited interactions which reduces the computational time and provides high estimation accuracy. The efciency of the PPFs and PGSPFs is evaluated in terms of accuracy, complexity and communication demands and compared with the case where all processing is centralized

Particle filter state estimator for large urban networks

This paper applies a particle filter (PF) state estimator to urban traffic networks. The traffic network consists of signalized intersections, the roads that link these intersections, and sensors that detect the passage time of vehicles. The traffic state X(t) specifies at each time time t the state of the traffic lights, the queue sizes at the intersections, and the location and size of all the platoons of vehicles inside the system. The basic entity of our model is a platoon of vehicles that travel close together at approximately the same speed. This leads to a discrete event simulation model that is much faster than microscopic models representing individual vehicles. Hence it is possible to execute many random simulation runs in parallel. A particle filter (PF) assigns weights to each of these simulation runs, according to how well they explain the observed sensor signals. The PF thus generates estimates at each time t of the location of the platoons, and more importantly the queue size at each intersection. These estimates can be used for controlling the optimal switching times of the traffic light

Parameter estimation for stochastic hybrid model applied to urban traffic flow estimation

This study proposes a novel data-based approach for estimating the parameters of a stochastic hybrid model describing the traffic flow in an urban traffic network with signalized intersections. The model represents the evolution of the traffic flow rate, measuring the number of vehicles passing a given location per time unit. This traffic flow rate is described using a mode-dependent first-order autoregressive (AR) stochastic process. The parameters of the AR process take different values depending on the mode of traffic operation – free flowing, congested or faulty – making this a hybrid stochastic process. Mode switching occurs according to a first-order Markov chain. This study proposes an expectation-maximization (EM) technique for estimating the transition matrix of this Markovian mode process and the parameters of the AR models for each mode. The technique is applied to actual traffic flow data from the city of Jakarta, Indonesia. The model thus obtained is validated by using the smoothed inference algorithms and an online particle filter. The authors also develop an EM parameter estimation that, in combination with a time-window shift technique, can be useful and practical for periodically updating the parameters of hybrid model leading to an adaptive traffic flow state estimator

Study of real-time traffic state estimation and short-term prediction of signalized arterial network considering heterogeneous information sources

Compared with a freeway network, real-time traffic state estimation and prediction of a signalized arterial network is a challenging yet under-studied field. Starting from discussing the arterial traffic flow dynamics, this study proposes a novel framework for real-time traffic state estimation and short-term prediction for signalized corridors. Particle filter techniques are used to integrate field measurements from different sources to improve the accuracy and robustness of the model. Several comprehensive numerical studies based on both real world and simulated datasets showed that the proposed model can generate reliable estimation and short-term prediction of different traffic states including queue length, flow density, speed and travel time with a high degree of accuracy. The proposed model can serve as the key component in both ATIS (Advanced Traveler's Information System) and proactive traffic control system