標題: Estimation of dynamic origin-destination by Gaussian state space model with unknown transition matrix
作者: Jou, YJ
Hwang, MC
Wang, YH
Chang, CH
統計學研究所
Institute of Statistics
關鍵字: time-varying origin-destination matrices;Gaussian state space model;Kalman filter;Gibbs sampler
公開日期: 2003
摘要: Dynamic origin-destination (O-D) pattern representing time-dependent trip demands from one place (origin) to another (destination) is one of the most essential input data for most traffic operational analyses. Historical studies assumed that the transition matrix is known or at least approximately known, which is unrealistic for a real world network. And due to the fact that the number of trips to a specific destination, y, is easy to obtain and the O-D variable, x (path flow based in this research), is not directly observable, a Gaussian state space model is formulated to describe the relationships of x and y, observation equations, and the dynamics of x, state equations with unknown transition matrix. Under the assumption of Gaussian noise terms in state space model, the distribution of random transition matrix F is derived. A solution algorithm combining Gibbs sampler and Kalman filter to tackle the problem of simultaneous estimation of F and x, based on the latest available information is proposed. Real O-D data from Taipei Rapid Transit is used to verify the presented model and solution method. Preliminary results are generally satisfactory, showing that also in the unknown transition matrix case, significant estimates are achieved.
URI: http://hdl.handle.net/11536/18528
ISBN: 0-7803-7952-7
ISSN: 1062-922X
期刊: 2003 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN AND CYBERNETICS, VOLS 1-5, CONFERENCE PROCEEDINGS
起始頁: 96
結束頁: 101
Appears in Collections:Conferences Paper