Adaptive estimation of HMM transition probabilities

This paper presents new schemes for recursive estimation of the state transition probabilities for hidden Markov models (HMM's) via extended least squares (ELS) and recursive state prediction error (RSPE) methods. Local convergence analysis for the proposed RSPE algorithm is shown using the ordinary differential equation (ODE) approach developed for the more familiar recursive output prediction error (RPE) methods. The presented scheme converges and is relatively well conditioned compared with the ...

On adaptive HMM state estimation

In this paper new online adaptive hidden Markov model (HMM) state estimation schemes are developed, based on extended least squares (ELS) concepts and recursive prediction error (RPE) methods. The best of the new schemes exploit the idempotent nature of Markov chains and work with a least squares prediction error index, using a posterior estimates, more suited to Markov models then traditionally used in identification of linear systems.

Adaptive estimation of hidden semi-Markov chains with parameterised transition probabilities and exponential decaying states

This paper develops maximum likelihood (ML) estimation schemes for finite-state semi-Markov chains in white Gaussian noise. We assume that the semi-Markov chain is characterised by transition probabilities of known parametric from with unknown parameters. We reformulate this hidden semi-Markov model (HSM) problem in the scalar case as a two-vector homogeneous hidden Markov model (HMM) problem in which the state consist of the signal augmented by the time to last transition. With this reformulation we apply the expectation Maximumisation (EM ) algorithm to obtain ML estimates of the transition probabilities parameters, Markov state levels and noise variance. To demonstrate our proposed schemes, motivated by neuro-biological applications, we use a damped sinusoidal parameterised function for the transition probabilities.

Reduced complexity on-line estimation of hidden Markov model parameters

In this paper we propose and study low complexity algorithms for on-line estimation of hidden Markov model (HMM) parameters. The estimates approach the true model parameters as the measurement noise approaches zero, but otherwise give improved estimates, albeit with bias. On a nite data set in the high noise case, the bias may not be signi cantly more severe than for a higher complexity asymptotically optimal scheme. Our algorithms require O(N3) calculations per time instant, where N is the number of states. Previous algorithms based on earlier hidden Markov model signal processing methods, including the expectation-maximumisation (EM) algorithm require O(N4) calculations per time instant.

Faster parameter estimation using risk-sensitive filters

In this paper, we propose a risk-sensitive approach to parameter estimation for hidden Markov models (HMMs). The parameter estimation approach considered exploits estimation of various functions of the state, based on model estimates. We propose certain practical suboptimal risk-sensitive filters to estimate the various functions of the state during transients, rather than optimal risk-neutral filters as in earlier studies. The estimates are asymptotically optimal, if asymptotically risk neutral, and can give significantly improved transient performance, which is a very desirable objective for certain engineering applications. To demonstrate the improvement in estimation simulation studies are presented that compare parameter estimation based on risk-sensitive filters with estimation based on risk-neutral filters.

On-line estimation of Allan variance parameters

A new online method is presented for estimation of the angular random walk and rate random walk coefficients of IMU (inertial measurement unit) gyros and accelerometers. The online method proposes a state space model and proposes parameter estimators for quantities previously measured from off-line data techniques such as the Allan variance graph. Allan variance graphs have large off-line computational effort and data storage requirements. The technique proposed here requires no data storage and computational effort of O(100) calculations per data sample.

Profiling high-range speeding offenders : investigating criminal history, personal characteristics, traffic offences, and crash history

This paper reports profiling information for speeding offenders and is part of a larger project that assessed the deterrent effects of increased speeding penalties in Queensland, Australia, using a total of 84,456 speeding offences. The speeding offenders were classified into three groups based on the extent and severity of an index offence: once-only low-rang offenders; repeat high-range offenders; and other offenders. The three groups were then compared in terms of personal characteristics, traffic offences, crash history and criminal history. Results revealed a number of significant differences between repeat high-range offenders and those in the other two offender groups. Repeat high-range speeding offenders were more likely to be male, younger, hold a provisional and a motorcycle licence, to have committed a range of previous traffic offences, to have a significantly greater likelihood of crash involvement, and to have been involved in multiple-vehicle crashes than drivers in the other two offender types. Additionally, when a subset of offenders’ criminal histories were examined, results revealed that repeat high-range speeding offenders were also more likely to have committed a previous criminal offence compared to once only low-range and other offenders and that 55.2% of the repeat high-range offenders had a criminal history. They were also significantly more likely to have committed drug offences and offences against order than the once only low-range speeding offenders, and significantly more likely to have committed regulation offences than those in the other offenders group. Overall, the results indicate that speeding offenders are not an homogeneous group and that, therefore, more tailored and innovative sanctions should be considered and evaluated for high-range recidivist speeders because they are a high-risk road user group.

Association hierarchy mining and its application for network traffic characterisation

This thesis presents an association rule mining approach, association hierarchy mining (AHM). Different to the traditional two-step bottom-up rule mining, AHM adopts one-step top-down rule mining strategy to improve the efficiency and effectiveness of mining association rules from datasets. The thesis also presents a novel approach to evaluate the quality of knowledge discovered by AHM, which focuses on evaluating information difference between the discovered knowledge and the original datasets. Experiments performed on the real application, characterizing network traffic behaviour, have shown that AHM achieves encouraging performance.

Short-data recursive HMM parameter estimation for rapid vision-based aircraft heading estimation

Rapid recursive estimation of hidden Markov Model (HMM) parameters is important in applications that place an emphasis on the early availability of reasonable estimates (e.g. for change detection) rather than the provision of longer-term asymptotic properties (such as convergence, convergence rate, and consistency). In the context of vision- based aircraft (image-plane) heading estimation, this paper suggests and evaluates the short-data estimation properties of 3 recursive HMM parameter estimation techniques (a recursive maximum likelihood estimator, an online EM HMM estimator, and a relative entropy based estimator). On both simulated and real data, our studies illustrate the feasibility of rapid recursive heading estimation, but also demonstrate the need for careful step-size design of HMM recursive estimation techniques when these techniques are intended for use in applications where short-data behaviour is paramount.

Impact of real-time traffic characteristics on freeway crash occurrence : systematic review and meta-analysis

A systematic literature review and a comprehensive meta-analysis that combines the findings from existing studies, was conducted in this thesis to analyse the impact of traffic characteristics on crash occurrence. Sensitivity analyses were conducted to investigate the quality, publication bias and outlier bias of the various studies, and the time intervals used to measure traffic characteristics were considered. Based on this comprehensive and systematic review, and the results of the subsequent meta-analysis, major issues in study design, traffic and crash data, and model development and evaluation are discussed.

Is retinal shape different in Asians and Caucasians? Estimation from peripheral refraction and peripheral eye length methods

Purpose:Race appears to be associated with myopiogenesis, with East Asians showing high myopia prevalence. Considering structural variations in the eye, it is possible that retinal shapes are different between races. The purpose of this study was to quantify and compare retinal shapes between racial groups using peripheral refraction (PR) and peripheral eye lengths (PEL). Methods:A Shin-Nippon SRW5000 autorefractor and a Haag-Streit Lenstar LS900 biometer measured PR and PEL, respectively, along horizontal (H) and vertical (V) fields out to ±35° in 5° steps in 29 Caucasian (CA), 16 South Asian (SA) and 23 East Asian (EA) young adults (spherical equivalent range +0.75D to –5.00D in all groups). Retinal vertex curvature Rv and asphericity Q were determined from two methods: a) PR (Dunne): The Gullstrand-Emsley eye was modified according to participant’s intraocular lengths and anterior cornea curvature. Ray-tracing was performed at each angle through the stop, altering cornea asphericity until peripheral astigmatism matched experimental measurements. Retinal curvature and hence retinal co-ordinate intersection with the chief ray were altered until sagittal refraction matched its measurement. b) PEL: Ray-tracing was performed at each angle through the anterior corneal centre of curvature of the Gullstrand-Emsley eye. Ignoring lens refraction, retinal co-ordinates relative to the fovea were determined from PEL and trigonometry. From sets of retinal co-ordinates, conic retinal shapes were fitted in terms of Rv and Q. Repeated-measures ANOVA were conducted on Rv and Q, and post hoc t-tests with Bonferroni correction were used to compare races. Results:In all racial groups both methods showed greater Rv for the horizontal than for the vertical meridian and greater Rv for myopes than emmetropes. Rv was greater in EA than in CA (P=0.02), with Rv for SA being intermediate and not significantly different from CA and EA. The PEL method provided larger Rv than the PR method: PEL: EA vs CA 87±13 vs 83±11 m-1 (H), 79±13 vs 72±14 m-1 (V); PR: EA vs CA 79±10 vs 67±10 m-1 (H), 71±17 vs 66±12 m-1 (V). Q did not vary significantly with race. Conclusions:Estimates of Rv, but not of Q, varied significantly with race. The greater Rv found in EA than in CA and the comparatively high prevalence rate of myopia in many Asian countries may be related.

Traffic safety at road-rail level crossings using a driving simulator and traffic simulation

A number of Intelligent Transportation Systems (ITS) were used with an advanced driving simulator to assess its influence on driving behavior. Three types of ITS interventions namely, Video in-vehicle (ITS1), Audio in-vehicle (ITS2), and On-road flashing marker (ITS3) were tested. Then, the results from the driving simulator were used as inputs for a developed model using a traffic micro-simulation (Vissim 5.4) in order to assess the safety interventions. Using a driving simulator, 58 participants were required to drive through a number of active and passive crossings with and without an ITS device and in the presence or absence of an approaching train. The effect of driver behavior changing in terms of speed and compliance rate was greater at passive crossings than at active crossings. The difference in speed of drivers approaching ITS devices was very small which indicates that ITS helps drivers encounter the crossings in a safer way. Since the current traffic simulation was not able to replicate a dynamic speed change or a probability of stopping that varies based on different ITS safety devices, some modifications of the current traffic simulation were conducted. The results showed that exposure to ITS devices at active crossings did not influence the drivers’ behavior significantly according to the traffic performance indicators used, such as delay time, number of stops, speed, and stopped delay. On the other hand, the results of traffic simulation for passive crossings, where low traffic volumes and low train headway normally occur, showed that ITS devices improved overall traffic performance.