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X. Xie
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Enabled by the increased availability of data, the data assimilation technique, which incorporates measured observations into a dynamical system model to produce a time sequence of estimated system states, gains popularity. The main reason is that it can produce more accurate estimation results than using either a simulation model or the measurements. Due to this benefit, the data assimilation technique has been applied in many continuous systems applications, but very little data assimilation research has been found for discrete event simulations. With the application of new sensor technologies and communication solutions, the availability of data for discrete event systems has increased as well. The increased data availability for discrete event systems but the lack of related data assimilation techniques thus motivated this work on data assimilation for discrete event simulations.
Since discrete event simulations are highly nonlinear, non-Gaussian systems, particle filters are used to conduct data assimilation in discrete event simulations. However, applying particle filtering in discrete event simulations still encounters several theoretical and practical problems, such as the state retrieval problem (discrete event simulation models have a piecewise constant state trajectory, so the retrieved state was updated at a past time instant, with which inaccurate estimation results will be obtained), the variable dimension problem (the dimension of the state trajectory during a fixed time interval is random, leading to inapplicability of the standard sequential importance sampling algorithm), and the processing of non-numerical data. Therefore, this research aims to develop a particle filter based data assimilation framework for discrete event simulations, in which the aforementioned problems can be addressed. ...
Since discrete event simulations are highly nonlinear, non-Gaussian systems, particle filters are used to conduct data assimilation in discrete event simulations. However, applying particle filtering in discrete event simulations still encounters several theoretical and practical problems, such as the state retrieval problem (discrete event simulation models have a piecewise constant state trajectory, so the retrieved state was updated at a past time instant, with which inaccurate estimation results will be obtained), the variable dimension problem (the dimension of the state trajectory during a fixed time interval is random, leading to inapplicability of the standard sequential importance sampling algorithm), and the processing of non-numerical data. Therefore, this research aims to develop a particle filter based data assimilation framework for discrete event simulations, in which the aforementioned problems can be addressed. ...
Enabled by the increased availability of data, the data assimilation technique, which incorporates measured observations into a dynamical system model to produce a time sequence of estimated system states, gains popularity. The main reason is that it can produce more accurate estimation results than using either a simulation model or the measurements. Due to this benefit, the data assimilation technique has been applied in many continuous systems applications, but very little data assimilation research has been found for discrete event simulations. With the application of new sensor technologies and communication solutions, the availability of data for discrete event systems has increased as well. The increased data availability for discrete event systems but the lack of related data assimilation techniques thus motivated this work on data assimilation for discrete event simulations.
Since discrete event simulations are highly nonlinear, non-Gaussian systems, particle filters are used to conduct data assimilation in discrete event simulations. However, applying particle filtering in discrete event simulations still encounters several theoretical and practical problems, such as the state retrieval problem (discrete event simulation models have a piecewise constant state trajectory, so the retrieved state was updated at a past time instant, with which inaccurate estimation results will be obtained), the variable dimension problem (the dimension of the state trajectory during a fixed time interval is random, leading to inapplicability of the standard sequential importance sampling algorithm), and the processing of non-numerical data. Therefore, this research aims to develop a particle filter based data assimilation framework for discrete event simulations, in which the aforementioned problems can be addressed.
Since discrete event simulations are highly nonlinear, non-Gaussian systems, particle filters are used to conduct data assimilation in discrete event simulations. However, applying particle filtering in discrete event simulations still encounters several theoretical and practical problems, such as the state retrieval problem (discrete event simulation models have a piecewise constant state trajectory, so the retrieved state was updated at a past time instant, with which inaccurate estimation results will be obtained), the variable dimension problem (the dimension of the state trajectory during a fixed time interval is random, leading to inapplicability of the standard sequential importance sampling algorithm), and the processing of non-numerical data. Therefore, this research aims to develop a particle filter based data assimilation framework for discrete event simulations, in which the aforementioned problems can be addressed.
This paper focuses on the conflict detection and resolution (CDR) of unmanned aerial vehicles (UAVs). Firstly, the airspace conflict problem of UAVs is studied and a taxonomy of conflict situation is presented. The multi-UAV conflict is studied in virtue of the graph theory. The CDR problem is casted to a nonlinear optimization problem. Secondly, a two layered optimization algorithm, which combines stochastic parallel gradient descent (SPGD) method and Sequential quadratic programming (SQP) algorithm, is presented to solve the nonlinear optimization problem. Numerical simulations are performed to demonstrate the computational efficiency of this solver. Thirdly, the proposed algorithm is extended to 3-D space. Finally, the proposed algorithm is demonstrated on several scenarios. The results demonstrate that the proposed method outperform the existing algorithms. It can obtain conflict free solutions that would not lead to unnecessary detors.
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This paper focuses on the conflict detection and resolution (CDR) of unmanned aerial vehicles (UAVs). Firstly, the airspace conflict problem of UAVs is studied and a taxonomy of conflict situation is presented. The multi-UAV conflict is studied in virtue of the graph theory. The CDR problem is casted to a nonlinear optimization problem. Secondly, a two layered optimization algorithm, which combines stochastic parallel gradient descent (SPGD) method and Sequential quadratic programming (SQP) algorithm, is presented to solve the nonlinear optimization problem. Numerical simulations are performed to demonstrate the computational efficiency of this solver. Thirdly, the proposed algorithm is extended to 3-D space. Finally, the proposed algorithm is demonstrated on several scenarios. The results demonstrate that the proposed method outperform the existing algorithms. It can obtain conflict free solutions that would not lead to unnecessary detors.
With the advent of new sensor technologies and communication solutions, the availability of data for discrete event systems has greatly increased. This motivates research on data assimilation for discrete event simulations that has not yet fully matured. This paper presents a particle filter-based data assimilation framework for discrete event simulations. The framework is formally defined based on the Discrete Event System Specification formalism. To effectively apply particle filtering in discrete event simulations, we introduce an interpolation operation that considers the elapsed time (i.e., the time elapsed since the last state transition) when retrieving the model state (which was ignored in related work) in order to obtain updated state values. The data assimilation problem finally boils down to estimating the posterior distribution of a state trajectory with variable dimension. This seems to be problematic; however, it is proven that in practice we can safely apply the sequential importance sampling algorithm to update the random measure (i.e., a set of particles and their importance weights) that approximates this posterior distribution of the state trajectory with variable dimension. To illustrate the working of the proposed data assimilation framework, a case is studied in a gold mine system to estimate truck arrival times at the bottom of the vertical shaft. The results show that the framework is able to provide accurate estimation results in discrete event simulations; it is also shown that the framework is robust to errors both in the simulation model and in the data.
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With the advent of new sensor technologies and communication solutions, the availability of data for discrete event systems has greatly increased. This motivates research on data assimilation for discrete event simulations that has not yet fully matured. This paper presents a particle filter-based data assimilation framework for discrete event simulations. The framework is formally defined based on the Discrete Event System Specification formalism. To effectively apply particle filtering in discrete event simulations, we introduce an interpolation operation that considers the elapsed time (i.e., the time elapsed since the last state transition) when retrieving the model state (which was ignored in related work) in order to obtain updated state values. The data assimilation problem finally boils down to estimating the posterior distribution of a state trajectory with variable dimension. This seems to be problematic; however, it is proven that in practice we can safely apply the sequential importance sampling algorithm to update the random measure (i.e., a set of particles and their importance weights) that approximates this posterior distribution of the state trajectory with variable dimension. To illustrate the working of the proposed data assimilation framework, a case is studied in a gold mine system to estimate truck arrival times at the bottom of the vertical shaft. The results show that the framework is able to provide accurate estimation results in discrete event simulations; it is also shown that the framework is robust to errors both in the simulation model and in the data.
With trajectory data, a complete microscopic and macroscopic picture of traffic flow operations can be obtained. However, trajectory data are difficult to observe over large spatiotemporal regions—particularly in urban contexts—due to practical, technical and financial constraints. The next best thing is to estimate plausible trajectories from whatever data are available. This paper presents a generic data assimilation framework to reconstruct such plausible trajectories on signalized urban arterials using microscopic traffic flow models and data from loops (individual vehicle passages and thus vehicle counts); traffic control data; and (sparse) travel time measurements from whatever source available. The key problem we address is that loops suffer from miss- and over-counts, which result in unbounded errors in vehicle accumulations, rendering trajectory reconstruction highly problematic. Our framework solves this problem in two ways. First, we correct the systematic error in vehicle accumulation by fusing the counts with sparsely available travel times. Second, the proposed framework uses particle filtering and an innovative hierarchical resampling scheme, which effectively integrates over the remaining error distribution, resulting in plausible trajectories. The proposed data assimilation framework is tested and validated using simulated data. Experiments and an extensive sensitivity analysis show that the proposed method is robust to errors both in the model and in the measurements, and provides good estimations for vehicle accumulation and vehicle trajectories with moderate sensor quality. The framework does not impose restrictions on the type of microscopic models used and can be naturally extended to include and estimate additional trajectory attributes such as destination and path, given data are available for assimilation.
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With trajectory data, a complete microscopic and macroscopic picture of traffic flow operations can be obtained. However, trajectory data are difficult to observe over large spatiotemporal regions—particularly in urban contexts—due to practical, technical and financial constraints. The next best thing is to estimate plausible trajectories from whatever data are available. This paper presents a generic data assimilation framework to reconstruct such plausible trajectories on signalized urban arterials using microscopic traffic flow models and data from loops (individual vehicle passages and thus vehicle counts); traffic control data; and (sparse) travel time measurements from whatever source available. The key problem we address is that loops suffer from miss- and over-counts, which result in unbounded errors in vehicle accumulations, rendering trajectory reconstruction highly problematic. Our framework solves this problem in two ways. First, we correct the systematic error in vehicle accumulation by fusing the counts with sparsely available travel times. Second, the proposed framework uses particle filtering and an innovative hierarchical resampling scheme, which effectively integrates over the remaining error distribution, resulting in plausible trajectories. The proposed data assimilation framework is tested and validated using simulated data. Experiments and an extensive sensitivity analysis show that the proposed method is robust to errors both in the model and in the measurements, and provides good estimations for vehicle accumulation and vehicle trajectories with moderate sensor quality. The framework does not impose restrictions on the type of microscopic models used and can be naturally extended to include and estimate additional trajectory attributes such as destination and path, given data are available for assimilation.
Data assimilation is an analysis technique which aims to incorporate measured observations into a dynamic system model in order to produce accurate estimates of the current state variables of the system. Although data assimilation is conventionally applied in continuous system models, it is also a desired ability for its discrete event counterpart. However, data assimilation has not been well studied in discrete event simulations yet. This paper researches data assimilation problems in discrete event simulations, and proposes a rollback based implementation of the Sequential Monte Carlo (SMC) method – the rollback based SMC method. To evaluate the accuracy of the proposed method, an identical-twin experiment in a discrete event traffic case is carried out and the results are presented and analyzed.
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Data assimilation is an analysis technique which aims to incorporate measured observations into a dynamic system model in order to produce accurate estimates of the current state variables of the system. Although data assimilation is conventionally applied in continuous system models, it is also a desired ability for its discrete event counterpart. However, data assimilation has not been well studied in discrete event simulations yet. This paper researches data assimilation problems in discrete event simulations, and proposes a rollback based implementation of the Sequential Monte Carlo (SMC) method – the rollback based SMC method. To evaluate the accuracy of the proposed method, an identical-twin experiment in a discrete event traffic case is carried out and the results are presented and analyzed.