Adaptive Kalman filtering for multi-step ahead traffic flow prediction

• Published in: 2013 American Control Conference pp. 4724 - 4729
• Main Authors: Ojeda, Luis Leon, Kibangou, Alain Y., de Wit, Carlos Canudas
• Format: Conference Proceeding
• Language: English
• Published: IEEE 01.06.2013
• Subjects: Accuracy; Adaptation models; Computational modeling; Forecasting; Kalman filters; Noise; Predictive models
• ISBN: 1479901776; 9781479901777
• ISSN: 0743-1619
• DOI: 10.1109/ACC.2013.6580568

Given the importance of continuous traffic flow forecasting in most of Intelligent Transportation Systems (ITS) applications, where every new traffic data become available in every few minutes or seconds, the main objective of this study is to perform a multi-step ahead traffic flow forecasting that can meet a trade-off between accuracy, low computational load, and limited memory capacity. To this aim, based on adaptive Kalman filtering theory, two forecasting approaches are proposed. We suggest solving a multi-step ahead prediction problem as a filtering one by considering pseudo-observations coming from the averaged historical flow or the output of other predictors in the literature. For taking into account the stochastic modeling of the process and the current measurements we resort to an adaptive scheme. The proposed forecasting methods are evaluated by using measurements of the Grenoble south ring.