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

Online Localization and Tracking of Multiple Moving Speakers in Reverberant Environments

We address the problem of online localization and tracking of multiple moving speakers in reverberant environments. The paper has the following contributions. We use the direct-path relative transfer function (DP-RTF), an inter-channel feature that encodes acoustic information robust against reverberation, and we propose an online algorithm well suited for estimating DP-RTFs associated with moving audio sources. Another crucial ingredient of the proposed method is its ability to properly assign DP-RTFs to audio-source directions. Towards this goal, we adopt a maximum-likelihood formulation and we propose to use an exponentiated gradient (EG) to efficiently update source-direction estimates starting from their currently available values. The problem of multiple speaker tracking is computationally intractable because the number of possible associations between observed source directions and physical speakers grows exponentially with time. We adopt a Bayesian framework and we propose a variational approximation of the posterior filtering distribution associated with multiple speaker tracking, as well as an efficient variational expectation-maximization (VEM) solver. The proposed online localization and tracking method is thoroughly evaluated using two datasets that contain recordings performed in real environments.Comment: IEEE Journal of Selected Topics in Signal Processing, 201

Dynamic Compressive Sensing of Time-Varying Signals via Approximate Message Passing

In this work the dynamic compressive sensing (CS) problem of recovering sparse, correlated, time-varying signals from sub-Nyquist, non-adaptive, linear measurements is explored from a Bayesian perspective. While there has been a handful of previously proposed Bayesian dynamic CS algorithms in the literature, the ability to perform inference on high-dimensional problems in a computationally efficient manner remains elusive. In response, we propose a probabilistic dynamic CS signal model that captures both amplitude and support correlation structure, and describe an approximate message passing algorithm that performs soft signal estimation and support detection with a computational complexity that is linear in all problem dimensions. The algorithm, DCS-AMP, can perform either causal filtering or non-causal smoothing, and is capable of learning model parameters adaptively from the data through an expectation-maximization learning procedure. We provide numerical evidence that DCS-AMP performs within 3 dB of oracle bounds on synthetic data under a variety of operating conditions. We further describe the result of applying DCS-AMP to two real dynamic CS datasets, as well as a frequency estimation task, to bolster our claim that DCS-AMP is capable of offering state-of-the-art performance and speed on real-world high-dimensional problems.Comment: 32 pages, 7 figure

Simultaneous Multi-Information Fusion and Parameter Estimation for Robust 3-D Indoor Positioning Systems

Typical WLAN based indoor positioning systems take the received signal strength (RSS) as the major information source. Due to the complicated indoor environment, the RSS measurements are hard to model and too noisy to achieve a satisfactory 3-D accuracy in multi-floor scenarios. To enhance the performance of WLAN positioning systems, extra information sources could be integrated. In this paper, a Bayesian framework is applied to fuse multi-information sources and estimate the spatial and time varying parameters simultaneously and adaptively. An application of this framework, which fuses pressure measurements, a topological building map with RSS measurements, and simultaneously estimates the pressure sensor bias, is investigated. Our experiments indicate that the localization performance is more accurate and robust by using our approach