An Approach for Filter Divergence Suppression in a Sequential Data Assimilation System and Its Application in Short-Term Traffic Flow Forecasting

Abstract

Mathematically describing the physical process of a sequential data assimilation system perfectly is difficult and inevitably results in errors in the assimilation model. Filter divergence is a common phenomenon because of model inaccuracies and affects the quality of the assimilation results in sequential data assimilation systems. In this study, an approach based on an L1-norm constraint for filter-divergence suppression in sequential data assimilation systems was proposed. The method adjusts the weights of the state-simulated values and measurements based on new measurements using an L1-norm constraint when filter divergence is about to occur. Results for simulation data and real-world traffic flow measurements collected from a sub-area of the highway between Leeds and Sheffield, England, showed that the proposed method produced a higher assimilation accuracy than the other filter-divergence suppression methods. This indicates the effectiveness of the proposed approach based on the L1-norm constraint for filter-divergence suppression.