论文标题
部分可观测时空混沌系统的无模型预测
Generalized Adaptive Smoothing Using Matrix Completion for Traffic State Estimation
论文作者
论文摘要
储层计算是预测湍流的有力工具，其简单的架构具有处理大型系统的计算效率。然而，其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间，然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用，该系统模拟了湍流的若干特征。我们表明，使用径向基函数作为非线性投影器，即使只有部分观测并且不知道控制方程，也能稳健地捕捉复杂的系统非线性。最后，我们表明，当测量稀疏、不完整且带有噪声，甚至控制方程变得不准确时，我们的网络仍然可以产生相当准确的预测，从而为实际湍流系统的无模型预测铺平了道路。
The Adaptive Smoothing Method (ASM) is a data-driven approach for traffic state estimation. It interpolates unobserved traffic quantities by smoothing measurements along spatio-temporal directions defined by characteristic traffic wave speeds. The standard ASM consists of a superposition of two a priori estimates weighted by a heuristic weight factor. In this paper, we propose a systematic procedure to calculate the optimal weight factors. We formulate the a priori weights calculation as a constrained matrix completion problem, and efficiently solve it using the Alternating Direction Method of Multipliers (ADMM) algorithm. Our framework allows one to further improve the conventional ASM, which is limited by utilizing only one pair of congested and free flow wave speeds, by considering multiple wave speeds. Our proposed algorithm does not require any field-dependent traffic parameters, thus bypassing frequent field calibrations as required by the conventional ASM. Experiments using NGSIM data show that the proposed ADMM-based estimation incurs lower error than the ASM estimation.
