Applications of Kalman Filtering in Traffic Management and Control

Abstract

on a traffic network, advanced estimation techniques are required to extract OD pat- terns from whatever data and prior knowledge we have available. One intuitive and highly effective method to solve these types of problems (i.e., estimating a quantity x when all we have are observations y and prior knowledge about the process) is the Kalman filter, first proposed by Rudolf Kalman in 1960. In this tutorial we explain with many examples how this technique can be applied in the domain of traffic man- agement and control to solve real-world problems. We will see that Kalman filtering is a powerful technique that works surprisingly well in many cases, but there are also clear limitations that relate to the many assumptions underlying its application.