Enhancement of markov chain monte carlo convergence speed in vehicle tracking using genetic operator

Wei Yeang Kow, Wei Leong Khong, Yit Kwong Chin, Ismail Saad, Kenneth Tze Kin Teo

Research output: Chapter in Book/Report/Conference proceedingConference PaperOther

2 Citations (Scopus)

Abstract

Markov Chain Monte Carlo (MCMC) has been essential in tracking vehicle undergoing disturbances for traffic surveillance purposes. It is capable of tracking vehicle by estimating the vehicle's position with the sampling of probability distributions. However the accuracy of the position estimation is highly dependent on the sampling efficiency of MCMC. Therefore the sample size of the MCMC is adapted to track the vehicle according to the disturbances encountered. The adaptive sample size of MCMC is determined by using the CUSUM path plot and variance ratio convergence diagnostic algorithm. To further enhance the convergence speed, genetic crossover and mutation operator is introduced into the adaptive MCMC. The genetic operator (GO) is capable of reduces the variance between samples and hence allowing faster convergence speed on the MCMC samples. Experimental results have shown that the GO adaptive MCMC tracking algorithm have better tracking performances with consumption of lesser sample size.

Original languageEnglish
Title of host publication4th International Conference on Computational Intelligence, Modelling and Simulation, CIMSim 2012
Pages270-275
Number of pages6
DOIs
Publication statusPublished - 2012
Externally publishedYes
EventInternational Conference on Computational Intelligence, Modelling and Simulation 2012 - Kuantan, Malaysia
Duration: 25 Sep 201227 Sep 2012
Conference number: 4th
https://ieeexplore.ieee.org/xpl/conhome/6336543/proceeding (Proceedings)

Publication series

NameProceedings of International Conference on Computational Intelligence, Modelling and Simulation
ISSN (Print)2166-8523

Conference

ConferenceInternational Conference on Computational Intelligence, Modelling and Simulation 2012
Abbreviated titleCSSim 2012
Country/TerritoryMalaysia
CityKuantan
Period25/09/1227/09/12
Internet address

Keywords

  • CUSUM path plot
  • Genetic operator (GO)
  • Markov Chain Monte Carlo (MCMC)
  • Variance ratio (VR)

Cite this