Search results for: Bayesian estimation theory

Authors: Pan Long, Bi Dongjie, Li Xifeng, Xie Yongle

Abstract:

The near-field synthetic aperture radar (SAR) imaging is an advanced nondestructive testing and evaluation (NDT&E) technique. This paper investigates the complex-valued signal processing related to the near-field SAR imaging system, where the measurement data turns out to be noncircular and improper, meaning that the complex-valued data is correlated to its complex conjugate. Furthermore, we discover that the degree of impropriety of the measurement data and that of the target image can be highly correlated in near-field SAR imaging. Based on these observations, A modified generalized sparse Bayesian learning algorithm is proposed, taking impropriety and noncircularity into account. Numerical results show that the proposed algorithm provides performance gain, with the help of noncircular assumption on the signals.

Keywords: Complex-valued signal processing, synthetic aperture radar (SAR), 2-D radar imaging, compressive sensing, Sparse Bayesian learning.

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Authors: R. Simutis, V. Galvanauskas, D. Levisauskas, J. Repsyte, V. Grincas

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This paper deals with advanced state estimation algorithms for estimation of biomass concentration and specific growth rate in a typical fed-batch biotechnological process. This biotechnological process was represented by a nonlinear mass-balance based process model. Extended Kalman Filter (EKF) and Particle Filter (PF) was used to estimate the unmeasured state variables from oxygen uptake rate (OUR) and base consumption (BC) measurements. To obtain more general results, a simplified process model was involved in EKF and PF estimation algorithms. This model doesn’t require any special growth kinetic equations and could be applied for state estimation in various bioprocesses. The focus of this investigation was concentrated on the comparison of the estimation quality of the EKF and PF estimators by applying different measurement noises. The simulation results show that Particle Filter algorithm requires significantly more computation time for state estimation but gives lower estimation errors both for biomass concentration and specific growth rate. Also the tuning procedure for Particle Filter is simpler than for EKF. Consequently, Particle Filter should be preferred in real applications, especially for monitoring of industrial bioprocesses where the simplified implementation procedures are always desirable.

Keywords: Biomass concentration, Extended Kalman Filter, Particle Filter, State estimation, Specific growth rate.

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Authors: E. Ramaraj, A. Padmapriya

Abstract:

In large Internet backbones, Service Providers typically have to explicitly manage the traffic flows in order to optimize the use of network resources. This process is often referred to as Traffic Engineering (TE). Common objectives of traffic engineering include balance traffic distribution across the network and avoiding congestion hot spots. Raj P H and SVK Raja designed the Bayesian network approach to identify congestion hors pots in MPLS. In this approach for every node in the network the Conditional Probability Distribution (CPD) is specified. Based on the CPD the congestion hot spots are identified. Then the traffic can be distributed so that no link in the network is either over utilized or under utilized. Although the Bayesian network approach has been implemented in operational networks, it has a number of well known scaling issues. This paper proposes a new approach, which we call the Pragati (means Progress) Node Popularity (PNP) approach to identify the congestion hot spots with the network topology alone. In the new Pragati Node Popularity approach, IP routing runs natively over the physical topology rather than depending on the CPD of each node as in Bayesian network. We first illustrate our approach with a simple network, then present a formal analysis of the Pragati Node Popularity approach. Our PNP approach shows that for any given network of Bayesian approach, it exactly identifies the same result with minimum efforts. We further extend the result to a more generic one: for any network topology and even though the network is loopy. A theoretical insight of our result is that the optimal routing is always shortest path routing with respect to some considerations of hot spots in the networks.

Keywords: Conditional Probability Distribution, Congestion hotspots, Operational Networks, Traffic Engineering.

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Authors: N. Promsuwanna, P. Uthansakul, M. Uthansakul

Abstract:

The Carrier Frequency Offset (CFO) due to timevarying fading channel is the main cause of the loss of orthogonality among OFDM subcarriers which is linked to inter-carrier interference (ICI). Hence, it is necessary to precisely estimate and compensate the CFO. Especially for mobile broadband communications, CFO and channel gain also have to be estimated and tracked to maintain the system performance. Thus, synchronization pilots are embedded in every OFDM symbol to track the variations. In this paper, we present the pilot scheme for both channel and CFO estimation where channel estimation process can be carried out with only one OFDM symbol. Additional, the proposed pilot scheme also provides better performance in CFO estimation comparing with the conventional orthogonal pilot scheme due to the increasing of signal-tointerference ratio.

Keywords: MIMO, OFDM, carrier frequency offset, channel, estimation.

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Authors: Keunhong Chae, Seokho Yoon

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This paper proposes frequency offset (FO) estimation schemes robust to the non-Gaussian noise for orthogonal frequency division multiplexing (OFDM) systems. A maximum-likelihood (ML) scheme and a low-complexity estimation scheme are proposed by applying the probability density function of the cyclic prefix of OFDM symbols to the ML criterion. From simulation results, it is confirmed that the proposed schemes offer a significant FO estimation performance improvement over the conventional estimation scheme in non-Gaussian noise environments.

Keywords: Frequency offset, cyclic prefix, maximum-likelihood, non-Gaussian noise, OFDM.

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Authors: Yiming Nie, Tao Wu, Xiangjing An, Hangen He

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Fast depth estimation from binocular vision is often desired for autonomous vehicles, but, most algorithms could not easily be put into practice because of the much time cost. We present an image-processing technique that can fast estimate depth image from binocular vision images. By finding out the lines which present the best matched area in the disparity space image, the depth can be estimated. When detecting these lines, an edge-emphasizing filter is used. The final depth estimation will be presented after the smooth filter. Our method is a compromise between local methods and global optimization.

Keywords: Depth estimation, image filters, stereo match.

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Authors: Keunhong Chae, Seokho Yoon

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We address a new integer frequency offset (IFO) estimation scheme with an aid of a pilot for orthogonal frequency division multiplexing systems. After correlating each continual pilot with a predetermined scattered pilot, the correlation value is again correlated to alleviate the influence of the timing offset. From numerical results, it is demonstrated that the influence of the timing offset on the IFO estimation is significantly decreased.

Keywords: Estimation, integer frequency offset, OFDM, timing offset.

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Authors: Zviad Ghadua, Biswa Bhattacharya

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The Flash Flood Guidance (FFG) provides the rainfall amount of a given duration necessary to cause flooding. The approach is based on the development of rainfall-runoff curves, which helps us to find out the rainfall amount that would cause flooding. An alternative approach, mostly experimented with Italian Alpine catchments, is based on determining threshold discharges from past events and on finding whether or not an oncoming flood has its magnitude more than some critical discharge thresholds found beforehand. Both approaches suffer from large uncertainties in forecasting flash floods as, due to the simplistic approach followed, the same rainfall amount may or may not cause flooding. This uncertainty leads to the question whether a probabilistic model is preferable over a deterministic one in forecasting flash floods. We propose the use of a Bayesian probabilistic approach in flash flood forecasting. A prior probability of flooding is derived based on historical data. Additional information, such as antecedent moisture condition (AMC) and rainfall amount over any rainfall thresholds are used in computing the likelihood of observing these conditions given a flash flood has occurred. Finally, the posterior probability of flooding is computed using the prior probability and the likelihood. The variation of the computed posterior probability with rainfall amount and AMC presents the suitability of the approach in decision making in an uncertain environment. The methodology has been applied to the Posina basin in Italy. From the promising results obtained, we can conclude that the Bayesian approach in flash flood forecasting provides more realistic forecasting over the FFG.

Keywords: Flash flood, Bayesian, flash flood guidance, FFG, forecasting, Posina.

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Authors: Olesya Bolkhovskaya, Alexey Davydov, Alexander Maltsev

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In this paper two approaches to joint signal detection, time of arrival (ToA) and angle of arrival (AoA) estimation in multi-element antenna array are investigated. Two scenarios were considered: first one, when the waveform of the useful signal is known a priori and, second one, when the waveform of the desired signal is unknown. For first scenario, the antenna array signal processing based on multi-element matched filtering (MF) with the following non-coherent detection scheme and maximum likelihood (ML) parameter estimation blocks is exploited. For second scenario, the signal processing based on the antenna array elements covariance matrix estimation with the following eigenvector analysis and ML parameter estimation blocks is applied. The performance characteristics of both signal processing schemes are thoroughly investigated and compared for different useful signals and noise parameters.

Keywords: Antenna array, signal detection, ToA, AoA estimation.

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Authors: Sotirios Raptis

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Bayesian reasoning (BR) or Linear (Auto) Regression (AR/LR) can predict different sources of data using priors or other data, and can link social service demands in cohorts, while their consideration in isolation (self-prediction) may lead to service misuse ignoring the context. The paper advocates that BR with Binomial (BD), or Normal (ND) models or raw data (.D) as probabilistic updates can be compared to AR/LR to link services in Scotland and reduce cost by sharing healthcare (HC) resources. Clustering, cross-correlation, along with BR, LR, AR can better predict demand. Insurance companies and policymakers can link such services, and examples include those offered to the elderly, and low-income people, smoking-related services linked to mental health services, or epidemiological weight in children. 22 service packs are used that are published by Public Health Services (PHS) Scotland and Scottish Government (SG) from 1981 to 2019, broken into 110 year series (factors), joined using LR, AR, BR. The Primary component analysis found 11 significant factors, while C-Means (CM) clustering gave five major clusters.

Keywords: Bayesian probability, cohorts, data frames, regression, services, prediction.

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Authors: Yoshimoto Kurihara, Tad Gonsalves

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Currently, in the field of object posture estimation, there is research on estimating the position and angle of an object by storing a 3D model of the object to be estimated in advance in a computer and matching it with the model. However, in this research, we have succeeded in creating a module that is much simpler, smaller in scale, and faster in operation. Our 6D pose estimation model consists of two different networks – a classification network and a regression network. From a single RGB image, the trained model estimates the class of the object in the image, the coordinates of the object, and its rotation angle in 3D space. In addition, we compared the estimation accuracy of each camera position, i.e., the angle from which the object was captured. The highest accuracy was recorded when the camera position was 75°, the accuracy of the classification was about 87.3%, and that of regression was about 98.9%.

Keywords: AlexNet, Deep learning, image recognition, 6D posture estimation.

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Authors: G. Zazzaro, F.M. Pisano, G. Romano

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During last decades, worldwide researchers dedicated efforts to develop machine-based seismic Early Warning systems, aiming at reducing the huge human losses and economic damages. The elaboration time of seismic waveforms is to be reduced in order to increase the time interval available for the activation of safety measures. This paper suggests a Data Mining model able to correctly and quickly estimate dangerousness of the running seismic event. Several thousand seismic recordings of Japanese and Italian earthquakes were analyzed and a model was obtained by means of a Bayesian Network (BN), which was tested just over the first recordings of seismic events in order to reduce the decision time and the test results were very satisfactory. The model was integrated within an Early Warning System prototype able to collect and elaborate data from a seismic sensor network, estimate the dangerousness of the running earthquake and take the decision of activating the warning promptly.

Keywords: Bayesian Networks, Decision Support System, Magnitude Classification, Seismic Early Warning System

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Authors: Y. Q. Lv, C.K.M. Lee

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This paper develops a quality estimation method with the application of fuzzy hierarchical clustering. Quality estimation is essential to quality control and quality improvement as a precise estimation can promote a right decision-making in order to help better quality control. Normally the quality of finished products in manufacturing system can be differentiated by quality standards. In the real life situation, the collected data may be vague which is not easy to be classified and they are usually represented in term of fuzzy number. To estimate the quality of product presented by fuzzy number is not easy. In this research, the trapezoidal fuzzy numbers are collected in manufacturing process and classify the collected data into different clusters so as to get the estimation. Since normal hierarchical clustering methods can only be applied for real numbers, fuzzy hierarchical clustering is selected to handle this problem based on quality standards.

Keywords: Quality Estimation, Fuzzy Quality Mean, Fuzzy Hierarchical Clustering, Fuzzy Number, Manufacturing system

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Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

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This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: Noise, signal-to-noise ratio, stochastic signals, variance estimation.

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Authors: Mohammad Jafarifar

Abstract:

This paper presents a speed estimation scheme based on second-order sliding-mode Super Twisting Algorithm (STA) and Model Reference Adaptive System (MRAS) estimation theory for Sensorless control of multiphase induction machine. A stator current observer is designed based on the STA, which is utilized to take the place of the reference voltage model of the standard MRAS algorithm. The observer is insensitive to the variation of rotor resistance and magnetizing inductance when the states arrive at the sliding mode. Derivatives of rotor flux are obtained and designed as the state of MRAS, thus eliminating the integration. Compared with the first-order sliding-mode speed estimator, the proposed scheme makes full use of the auxiliary sliding-mode surface, thus alleviating the chattering behavior without increasing the complexity. Simulation results show the robustness and effectiveness of the proposed scheme.

Keywords: Multiphase induction machine, field oriented control, sliding mode, super twisting algorithm, MRAS algorithm.

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Authors: W. Kultangwattana, K. Somkantha, P. Phuangsuwan

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This paper presents a technique for diagnosis of the abdominal aorta aneurysm in magnetic resonance imaging (MRI) images. First, our technique is designed to segment the aorta image in MRI images. This is a required step to determine the volume of aorta image which is the important step for diagnosis of the abdominal aorta aneurysm. Our proposed technique can detect the volume of aorta in MRI images using a new external energy for snakes model. The new external energy for snakes model is calculated from Law-s texture. The new external energy can increase the capture range of snakes model efficiently more than the old external energy of snakes models. Second, our technique is designed to diagnose the abdominal aorta aneurysm by Bayesian classifier which is classification models based on statistical theory. The feature for data classification of abdominal aorta aneurysm was derived from the contour of aorta images which was a result from segmenting of our snakes model, i.e., area, perimeter and compactness. We also compare the proposed technique with the traditional snakes model. In our experiment results, 30 images are trained, 20 images are tested and compared with expert opinion. The experimental results show that our technique is able to provide more accurate results than 95%.

Keywords: Adbominal Aorta Aneurysm, Bayesian Classifier, Snakes Model, Texture Feature.

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Authors: Abdelaziz Zaidi, Belkacem Ould Bouamama, Moncef Tagina

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Bond Graph as a unified multidisciplinary tool is widely used not only for dynamic modelling but also for Fault Detection and Isolation because of its structural and causal proprieties. A binary Fault Signature Matrix is systematically generated but to make the final binary decision is not always feasible because of the problems revealed by such method. The purpose of this paper is introducing a methodology for the improvement of the classical binary method of decision-making, so that the unknown and identical failure signatures can be treated to improve the robustness. This approach consists of associating the evaluated residuals and the components reliability data to build a Hybrid Bayesian Network. This network is used in two distinct inference procedures: one for the continuous part and the other for the discrete part. The continuous nodes of the network are the prior probabilities of the components failures, which are used by the inference procedure on the discrete part to compute the posterior probabilities of the failures. The developed methodology is applied to a real steam generator pilot process.

Keywords: Redundancy relations, decision-making, Bond Graph, reliability, Bayesian Networks.

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Authors: Youngyoon Lee, Dahae Chong, Myungsoo Lee, Seongho Chae, Seokho Yoon

Abstract:

This paper proposes two novel schemes for pilot-aided integer frequency offset (IFO) estimation in orthogonal frequency division multiplexing (OFDM)-based digital video broadcastingterrestrial (DVB-T) systems. The conventional scheme proposed for estimating the IFO uses only partial information of combinations that pilots can provide, which stems from a rigorous assumption that the channel responses of pilots used for estimating the IFO change very rapidly. Thus, in this paper, we propose the novel IFO estimation schemes exploiting all information of combinations that pilots can provide to improve the performance of IFO estimation. The simulation results show that the proposed schemes are highly accurate in terms of the IFO detection probability.

Keywords: OFDM, DVB-T, pilot, IFO, estimation

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Authors: Kathrin Reinhold

Abstract:

Precise frequency estimation methods for pulseshaped echoes are a prerequisite to determine the relative velocity between sensor and reflector. Signal frequencies are analysed using three different methods: Fourier Transform, Chirp ZTransform and the MUSIC algorithm. Simulations of echoes are performed varying both the noise level and the number of reflecting points. The superposition of echoes with a random initial phase is found to influence the precision of frequency estimation severely for FFT and MUSIC. The standard deviation of the frequency using FFT is larger than for MUSIC. However, MUSIC is more noise-sensitive. The distorting effect of superpositions is less pronounced in experimental data.

Keywords: Frequency estimation, pulse-echo-method, superposition, echoes.

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Authors: J.Dinesh Peter

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This paper describes a new method for affine parameter estimation between image sequences. Usually, the parameter estimation techniques can be done by least squares in a quadratic way. However, this technique can be sensitive to the presence of outliers. Therefore, parameter estimation techniques for various image processing applications are robust enough to withstand the influence of outliers. Progressively, some robust estimation functions demanding non-quadratic and perhaps non-convex potentials adopted from statistics literature have been used for solving these. Addressing the optimization of the error function in a factual framework for finding a global optimal solution, the minimization can begin with the convex estimator at the coarser level and gradually introduce nonconvexity i.e., from soft to hard redescending non-convex estimators when the iteration reaches finer level of multiresolution pyramid. Comparison has been made to find the performance of the results of proposed method with the results found individually using two different estimators.

Keywords: Image Processing, Affine parameter estimation, Outliers, Robust Statistics, Robust M-estimators

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Authors: A. Buzzanca, G. Castellano, A.M. Fanelli

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In this paper we address the problem of musical style classification, which has a number of applications like indexing in musical databases or automatic composition systems. Starting from MIDI files of real-world improvisations, we extract the melody track and cut it into overlapping segments of equal length. From these fragments, some numerical features are extracted as descriptors of style samples. We show that a standard Bayesian classifier can be conveniently employed to build an effective musical style classifier, once this set of features has been extracted from musical data. Preliminary experimental results show the effectiveness of the developed classifier that represents the first component of a musical audio retrieval system

Keywords: Musical style, Bayesian classifier.

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Authors: Dj. Cherifi, Y. Miloud, A. Tahri

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The primary objective of this paper is to elimination of the problem of sensitivity to parameter variation of induction motor drive. The proposed sensorless strategy is based on an algorithm permitting a better simultaneous estimation of the rotor speed and the stator resistance including an adaptive mechanism based on the lyaponov theory. To study the reliability and the robustness of the sensorless technique to abnormal operations, some simulation tests have been performed under several cases.

The proposed sensorless vector control scheme showed a good performance behavior in the transient and steady states, with an excellent disturbance rejection of the load torque.

Keywords: Induction Motor Drive, field-oriented control, adaptive speed observer, stator resistance estimation.

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Authors: Cheng Zhang, James Marco, Walid Allafi, Truong Q. Dinh, W. D. Widanage

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Equivalent circuit models (ECMs) are widely used in battery management systems in electric vehicles and other battery energy storage systems. The battery dynamics and the model parameters vary under different working conditions, such as different temperature and state of charge (SOC) levels, and therefore online parameter identification can improve the modelling accuracy. This paper presents a way of online ECM parameter identification using a continuous time (CT) estimation method. The CT estimation method has several advantages over discrete time (DT) estimation methods for ECM parameter identification due to the widely separated battery dynamic modes and fast sampling. The presented method can be used for online SOC estimation. Test data are collected using a lithium ion cell, and the experimental results show that the presented CT method achieves better modelling accuracy compared with the conventional DT recursive least square method. The effectiveness of the presented method for online SOC estimation is also verified on test data.

Keywords: Equivalent circuit model, continuous time domain estimation, linear integral filter method, parameter and SOC estimation, recursive least square.

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Authors: Nursyarizal Mohd Nor, Ramiah Jegatheesan, Perumal Nallagownden

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Newton-Raphson State Estimation method using bus admittance matrix remains as an efficient and most popular method to estimate the state variables. Elements of Jacobian matrix are computed from standard expressions which lack physical significance. In this paper, elements of the state estimation Jacobian matrix are obtained considering the power flow measurements in the network elements. These elements are processed one-by-one and the Jacobian matrix H is updated suitably in a simple manner. The constructed Jacobian matrix H is integrated with Weight Least Square method to estimate the state variables. The suggested procedure is successfully tested on IEEE standard systems.

Keywords: State Estimation (SE), Weight Least Square (WLS), Newton-Raphson State Estimation (NRSE), Jacobian matrix H.

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Authors: Pauline E. Ngo-Henha

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Existing turnover intention theories are reviewed in this paper. This review was conducted with the help of the search keyword “turnover intention theories” in Google Scholar during the month of July 2017. These theories include: The Theory of Organizational Equilibrium (TOE), Social Exchange Theory, Job Embeddedness Theory, Herzberg’s Two-Factor Theory, the Resource-Based View, Equity Theory, Human Capital Theory, and the Expectancy Theory. One of the limitations of this review paper is that data were only collected from Google Scholar where many papers were sometimes not freely accessible. However, this paper attempts to contribute to the research in clarifying the distinction between theories and models in the context of turnover intention.

Keywords: Job embeddedness theory, theory of organizational equilibrium (TOE), Herzberg’s two-factor theory, turnover intention theories, theories and models.

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Authors: Andrey V. Timofeev, Dmitry V. Egorov

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The practical efficient approach is suggested for estimation of the seismoacoustic sources energy in C-OTDR monitoring systems. This approach is represents the sequential plan for confidence estimation both the seismoacoustic sources energy, as well the absorption coefficient of the soil. The sequential plan delivers the non-asymptotic guaranteed accuracy of obtained estimates in the form of non-asymptotic confidence regions with prescribed sizes. These confidence regions are valid for a finite sample size when the distributions of the observations are unknown. Thus, suggested estimates are non-asymptotic and nonparametric, and also these estimates guarantee the prescribed estimation accuracy in form of prior prescribed size of confidence regions, and prescribed confidence coefficient value.

Keywords: C-OTDR-system, guaranteed estimates, nonparametric estimation, sequential confidence estimation, multichannel monitoring systems.

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Authors: Hongkui Li, Tongli Lu , Jianwu Zhang

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This paper focuses on developing an estimation method of clutch drag torque in wet DCT. The modelling of clutch drag torque is investigated. As the main factor affecting the clutch drag torque, dynamic viscosity of oil is discussed. The paper proposes an estimation method of clutch drag torque based on recursive least squares by utilizing the dynamic equations of gear shifting synchronization process. The results demonstrate that the estimation method has good accuracy and efficiency.

Keywords: Clutch drag torque, wet DCT, dynamic viscosity, recursive least squares.

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Authors: Taeung Yoon, Youngpo Lee, Chonghan Song, Na Young Ha, Seokho Yoon

Abstract:

Ren et al. presented an efficient carrier frequency offset (CFO) estimation method for orthogonal frequency division multiplexing (OFDM), which has an estimation range as large as the bandwidth of the OFDM signal and achieves high accuracy without any constraint on the structure of the training sequence. However, its detection probability of the integer frequency offset (IFO) rapidly varies according to the fractional frequency offset (FFO) change. In this paper, we first analyze the Ren-s method and define two criteria suitable for detection of IFO. Then, we propose a novel method for the IFO estimation based on the maximum-likelihood (ML) principle and the detection criteria defined in this paper. The simulation results demonstrate that the proposed method outperforms the Ren-s method in terms of the IFO detection probability irrespective of a value of the FFO.

Keywords: Orthogonal frequency division multiplexing, integer frequency offset, estimation, training symbol

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Authors: Pradya Pornnimitkul, Suwich Kunaruttanapruk, Bamrung Tau Sieskul, Somchai Jitapunkul

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In this paper, we investigate a blind channel estimation method for Multi-carrier CDMA systems that use a subspace decomposition technique. This technique exploits the orthogonality property between the noise subspace and the received user codes to obtain channel of each user. In the past we used Singular Value Decomposition (SVD) technique but SVD have most computational complexity so in this paper use a new algorithm called URV Decomposition, which serve as an intermediary between the QR decomposition and SVD, replaced in SVD technique to track the noise space of the received data. Because of the URV decomposition has almost the same estimation performance as the SVD, but has less computational complexity.

Keywords: Channel estimation, MC-CDMA, SVD, URV.

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Authors: Karandeep Singh, Baibing Li

Abstract:

Traffic density, an indicator of traffic conditions, is one of the most critical characteristics to Intelligent Transport Systems (ITS). This paper investigates recursive traffic density estimation using the information provided from inductive loop detectors. On the basis of the phenomenological relationship between speed and density, the existing studies incorporate a state space model and update the density estimate using vehicular speed observations via the extended Kalman filter, where an approximation is made because of the linearization of the nonlinear observation equation. In practice, this may lead to substantial estimation errors. This paper incorporates a suitable transformation to deal with the nonlinear observation equation so that the approximation is avoided when using Kalman filter to estimate the traffic density. A numerical study is conducted. It is shown that the developed method outperforms the existing methods for traffic density estimation.

Keywords: Density estimation, Kalman filter, speed-densityrelationship, Traffic surveillance.

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