PARAMETER IDENTIFICATION FOR A TRAFFIC

FLOW MODEL

M. Cremer* and M. Papageorgiou**

*Professur fur MeB - und Regelungstechnik, Universitlit Hamburg, Lohbrugger
Kirchstr. 65, 2050 Hamburg 80, F.R.G.
* *Lehrstuhl und Laboratorium fur Steuerungs- und Regelungstechnik, Technische
Universitat Munchen, Arcisstr. 21, 8000 Munchen, F. R. G.

Abstract. A macroscopic model is presented in this paper which descri-

bes the traffic flow on a freeway by a set of nonlinear, deterministic
difference equations. The model is deduced from simple physical and
empirical considerations and contains a set of free parameters which
have to be identified using real traffic data. This model validation
procedure is formulated here as a parameter optimization problem which
is solved by nonlinear programming. In addition, model simplifications
can be judged quantitatively my means of this validation procedure. The
results demonstrate that the validated model copes surprisingly well
with real traffic behaviour though there is a great part of stochastic
events in traffic dynamics.

Keywords. Parameter identification; modelling; traffic flow; model

validation; nonlinear programming.

INTRODUCTION

From the viewpoint of an individual driver
traffic phenomena may seem to be mainly
stochastic in nature. However, in a macros-
copic treatement where traffic dynamics are
represented by aggregate variables, traffic
flow turns out to be a fairly reproducible,
deterministic process in a surprising man-
ner. This makes it possible and also mea-
ningful to develope mathematical models for
the description of the dynamics of traffic
flow. Overloaded and congested roads in
most industrialized states give a well foun-
ded motivation to use these models for
numerous purposes such as system analysis,
traffic simulation and prediction, data pro-
cessing and the development and judgement
of control strategies (e.g. by Nahi and Tri-
vedi, 1973; Isaksen and Payne, 1973; Gosh
and Knapp, 1978; Cremer 1978; Looze et al.,
1978) •
This paper proposes a model for traffic
flow on freeways which is an improved ver-
sion of a model originally developed by
Payne (1971). The model is formulated as
a set of nonlinear difference equations
and is expected to describe traffic dyna-
mics in the whole range of possible car
densities. The equations contain a number
of parameters which are used to adopt the
model to real traffic data. This is done
in a thorough, extensive validation pro-
cess, where the model calibration is for-
mulated as a parameter optimization problem
which is solved by means of nonlinear pro-
gramming. The data sets used cover a large
variety of different traffic situations to
make sure that the results are reliable
and representative. In order to investi-
gate the quality of the model a perfor-
mance index is formulated, which quanti-
fies the coincidence between the models
behaviour and the real traffic flow pro-
cess. In addition this index makes it
possible to measure the degradation of
the model if certain simplifications are
made or if the sampling time is too lar-
ge.
The paper is organized as follows. In the
next section the aggregate variables of
traffic flow are introduced first and
then the traffic flow model is established
from physical and empirical considera-
tions. The following third section starts
with some general reflections concerning
the causality of the process of traffic
flow. It justifies then the chosen least
square approach for the identification
of the model parameters. This procedure
is formulated as an optimization problem
which is solved by a nonlinear programming
routine using iterative comparison of mo-
del behaviour with real traffic data
collected from a german Autobahn. The
results are then presented in the fourth
section. Using the tool of the valida-
tion procedure certain simplificati on s
and their consequences are discussed as
well as the influence of the sampling
intervall and the width of spatial dis-
cretization. Finally a summary with con-
clusions is given in the last section.

77 1
77 2 M. Creme r an d M. Papageo r gi ou
MATHEMATICAL MODEL OF TRAFFIC FLOW
Before we can start developing the model
equations, we have to clarify first what
should be understood to be the state of
traffic flow - on a longer road section and
by what variables it could be represented.
Consider a section of a two lane freeway
having a length of several kilometers. This
section is thought to be subdivided into
segments of length 400 to 800 meters as
is indicated in Fig. 1.
Fig. 1: Section of a two lane freeway.
If there are any on- and off-ramps, they
are supposed to be at the ends of the sec-
tion only. A whole freeway is considered to
be built up as a tandem connection of such
sections.
With respect to this configuration for each
segment the following variables are defi-
ned:
traffic density in segment j at
time k T (veh/km)
mean speed of the vehicles
within se~ent j at time
k T (km/h)
volume from the j-th segment to
the (j+1)-th segment related to
the time interval
kT~t«k+1)T (veh/h)
r(k),s(k): entering or leaving ramp volu-
mes related to the time inter-
val kT~t«k+1)T (veh/h)
time mean speed, harmonic mean
ot the individual vehicle velo-
cities which are measured at
cross-section j during
k T~t«k+1) T
Here T is a fixed time interval and k is a
running integer time index. The state of
the traffic flow process will then be de-
fined by the set of density and mean speed
values in the se~ents Cj(k), vi(k), while
the volumes qi(k) can be expresled by these
variables as .ill be shown below.
Having detined the process variables we try
to find relations which describe the
transition from state at time k T to the
state at time (k+1) T. From a simple ba-
lance of vehicles we obtain
Where ~ is the length of the j-th
segment.j(On- or off-ramp volumes have
to be added eventually for j = 1 or j = n
w ~ thin the brackets). It should be pointed
out, that in this form eqn. (1) holds ex-
actly.
Following the ideas of Payne (1971) the
mean speed v. is influenced by three
terms: a relixation term, a convection
term and a density gradient term. This is
expressed by the following difference
equation:
+ i
Uj
[v . (v .
J J-1
- v.).sat(c.i - 1
J cj
J] (k)
(2)
The relaxation term (first bracket term)
effects according to the yet unknown time
constant an asymptotic adjustment to a
steady state velocity V(c j ) which depends
on the density c. in the ~egment. The con-
vection term (se~ond bracket term) accounts
for the propagation of a speed difference
(v 1-v) into the j-th segment. However,
ve~Icle~ leaving segment j-1 contribute to
the mean speed in segment j according to
the ratio of vehicle numbers that is to
the ratio of densities.(Without the fac-
tor sat (c j _ /C j ) which was not contained
1
in Payne's model difficulties may arise in
caS8S of congestion). The density gradient
term reflects drivers anticipation to a
foreseen relative density change which is
weighted by a sensitivity factor V. The
denSity parameter K takes into account,
that this effect becomes negligible for
low density values. (Without this parame-
ter, which was not included in Payne's
equation too, the model has shown abnormal
behaviour in the low density range).
While the volumes q (k) and q (k) are con-
sidered to be knownoas externil inputs (see
argumentation in the next section), the
volumes q (k) are regarded as internal
variablesjand are expressed in analogy to
 773
Parame t e r ide nti f i ca tion fo r a traf f i c f l ow mode l

hydrom echani cs as a weight ed local mean of
produc ts of densit y times veloci ty
Here the weigh ting factor a is again a
free param eter.
For the steady -state chara cteris tic V(c) in
eqn. (2). May and Keller (1967) propos ed a
rather genera l relatio nship
Where Vf is the free veloci ty at zero den-
sity, c max is the jam densit y and 1, m are
positi ve real param eters.
For the valida tion of the model as descri -
bed in the next sectio n we will use measu-
red time sequen ces of volume s q(k) and time
mean speed values w(k). While the volume s
are relate d to the state variab les by eqn.
(3), for the values Wj(k) we write simila r-
ly
tion exit and propag ates in upstrea m di-
rectio n. Depend ing on the state of traf-
fic either the condit ions at the sectio n
entry or those at the sectio n exit take
more influe nce on the system s behavi our.
Since the model is to descri be traffi c
dynam ics in the whole densit y range
o ~ c ~ c max ' the valida tion should be
carrie d out on the basis of traffi c data
from low to high densit y. To have in every
case a correo t assign ment of stimul us and
reacti on the measur ed data at both ends
of the sectio n are treate d as the system
inputs . The reacti on or output of the sy-
stem is then to be taken from a third
place within the sectio n.
Conseq uently a config uratio n with three
places for data collec tion was chosen
(Fig. 2). With the data from both ends
qo(k), wo(k) and q (k), w (k) as input
sequen ces and the ~ata fr6m the intern al
cross- sectio n q2(k), w2 (k) as output se-
quence s.
- ......~--1650m

sensor
QO(k) ' WO(k)

The model eqn.'s (1) to (5) contai n the free

param eters Vf , c max ' 1, m, oc:. , K, V and ,. Fig. 2: Config uratio n of a sectio n with
which have to be identi fied by the calibr a- three measur ement sites.
tion of the model. Beside s, we will consi-
der the length of a segmen t ~ and theThe identi ficatio n of the unknown parame -
sampli ng time T to be dispos able to a cer-
ters is conneo ted with some diffio ulties ,
tain extent . It is the subjec t of the va- since the model equati ons are nonlin ear in
lidatio n proced ure to determ ine the parame - both the state variab les and the parame -
ter values which give the best coinci dence ters. There are three approa ches to solve
betwee n the model and the real prooes s and the problem : the least square s approa ch,
to mark the admis8 ible range for the value8 the maximum likelih ood approa ch and the
of ~j and T. In additi on we will invest igate Bayesi an approa ch. While the first seeks
to wftat extent simpl ifioati ons of the model to minimi ze the discre pancy betwee n the
equati ons will affect the perform anoe of model and the real proces s with respec t
the model. to some quadra tio error functi onal, the
last two approa ches try to find those
param eter values , which optimi ze a certai n
MODEL VALIDATION proba bilisti c measu re. They need some addi-
tional aprior i knowle dge about the (cond itio-
Traffi c flow on a freewa y sectio n is now con- nal) proba bility distrib utions of the pa-
sidere d as a causal proces s on which certai n ramete rs.
stimul us act as input8 while any combin ation
of intern al variab les may be ch08en as the In our case an inform ation about probab i-
system s reacti on or output . When defini ng lity distrib utions can scarce ly be made
the input variab les we have to take into availa ble. Thus the least square s method
acooun t differ ent traffi c situat ions: In seems to be the most practi cable approa ch.
case of low densit y traffi c flow dynam ics To procee d, we formu late the task of para-
are mainly determ ined from the enteri ng ve- meter identi ficatio n in a least square
hicles , that is from the condit ions at the sense as an optim ization proble m:
sectio n entry. At high densit y, howev er,
growin g conges tion origin ates from the sec-
774 M. Cremer and M. Papageorgiou

Given the time sequences of input and
output values collected from a real
traffic flow which contains transition
through the whole spectrum of possible
density values in a representative man-
ner.
Find the set of parameters &. which
gives best coincidence between the
model and the real process by minimi-
zing the cost functional
Here KT is the period of comparison; q2'
w2 and Q2' w2 are the output variables of
tne real process and the model, respecti-
vely. &. is the vector of model parameters
and is a weighting factor which has to
be chosen properly, for example
;Y =
2
Where O"q' O"W2 are the variances of the
stochastic component in the measured variab- ferent starting values for &. whereby some-
les which cannot be modelled by the deter-
ministic equati ons of the model.
For each choice of the parameters &. the
value of the cost functional (6) is deter-
mined by a simulation run of the model
equations driven by the measured inputs
according to Fig. 3. Obviously, there is
no direct functional but only a procedural
relationship between the vector &. und the
value of the criterion 1(2). Therefore the
determination of the optimal parameter set
must be performed by means of a nonlinear
programming search routine.(Here the Com-
plex algorithm of Box (1965) was used which
does not require any derivatives of the
cost functional and implies a greater chan-
ce to find the global minimum). This rou-
tine tries to improve the value of the cri-
terion 1(&.) iteratively whereby for each
modification of the vector &. a new simu-
lation run of the whole process must be
carried out.
The procedure is terminated if no further
improvement of the performance criterion
1(2) can be achieved by the search algo-
rithm. Because there is no direct func-
tional relationship between the vector &.
and the value 1(2), it is not easy either
to decide whether there is only one global
optimum or to guarantee that the absolut
optimum is reached. Actually, in our case
the whole procedure was repeated with dif-
times a worse local optimum was reached.

stored d_a-,-ta,--_~~ simulation of traffic flow

(collected at the with parameter vector .Il
ends of the section)
optimization search
algorithm:
stored data
---~ calculation of I (.Il) new choice for .Il
(internal site)

yes

Fig. 3: Two stage structure of optiillization

 Pa rame t e r identification f o r a traffi c flo w model 775

An important question for an identifica- distance between the input sensors at both
tion procedure is, whether the obtained ends and the internal output sensor is short
parameter set is bias free, that is, enough to ensure a ciear causal dependen-
whether the expectation value of each cy. On the other hand it is long enough
identified parameter is equal to the va- for the dynamic laws of traffic flow to
lue of the corresponding parameter in affect the outputs in a distinctly percei-
the real system. Unlike in many technical vable manner.
processes, the parameters were introdu-
ced here as fictitious values to take in- The available data sets contained a number
to account certain phenomena of traffic of different traffic situations including
flow. In the real process these phenome- free as well as congested traffic flow.From
na arise in a more complicated way and there- these a representative set of a two hours
fore no real parameters exist corresponding observation period was selected where in
to the model parameters. This means, that the second hour traffic became more and
it cannot be decided in this case, whether more crowded and finally collapsed. By the
the optimal parameter set is bias free or validation procedure describe in the pre-
not. ceeding section the following set of opti-
mal parame t er values was obtained.

RESULTS
TABLE 1 Optimal parameter set
For the execution of the outlined model
validation procedure a number of data sets
were available which were collected from V
f
c
max
1 m ex. K V T
a section of the Autobahn Frankfurt - Ba-
sel. The section has a total length of
123 200 1,4 4,0 0,8 20 21,6 0,01
2650 meters, which was subdivided into
five segments of 500 and 550 meters length 2
km veh ~ km h
(see Fig. 2). Sensors for volumes and ve- 11 km km 11
locities are installed at both ends and
within the section at a distance of 1000
meters from the section entry. This Here the sampling time T was chosen to be
distance is passed by a vehicle with free 10 se c onds.
velocity nearly within half a minute, that
is within the time constant as will be In Fig. 4 an d 5 the time responses of local
apparent from the results below. Thus, the w
mean speed 2 ( k ) and v olume q2(k) as gene -

W2
" ,(,
1tJ\ h"1
I,

100
I ,
"y; .
"--V' wV V""'
;-""',
I',,
,,
, I
,
I
I
I
I
\
..,,
,, 1
80
~'
60
W2~ IF V
"
XI
!
I
I
40
1 \. . I I

I '\;\ J!JrJ
1I ' :I
I . 1
20
! i ' I A

~.. \
,,~ , V',,~
1-·····,
I Ii I

o 6 12 18 24 30 36 42 48 54
60
-t[min]

Fig. 4: Local mean speed W2(k) measurements (----) and model ( ---- )
776 M. Cremer and M. Papageorgiou

~,

~
I,
I I
I,
A
3000 " I

V II
I
I

W
v-'
~
~ fkf ./&2
,
\

\ .. "....., r1
2000

1000
r
,
I
I I
v

I
~
\\4
I
,
I
I
~'
J
I
I
I q/
2 l/\ .I!J/ F] ,
\
(), , \
\
\

n
o 6 12 18 24 30 36 42 48 54 60
- t[min]

Fig. 5: Volume q2 (k); measurements ( - - ) and model (----)

rated by the calibrated model are presen- hibit the modelling of local !nhomogeni-
ted together with the measured sequences ties. A too small sampling time T makes
w (k) and q2(k) of the real traffic pro- the variables q and w (which relate to
2
cess. ensembles of vehicles over a time inter-
val) meaningless, while if T is chosen
In addition it was checked that this set too long it becomes diffcult for the mo-
of parameters gave also a good performance del to follow the faster dynamics of traf-
of the model in the other cases of measured fic flow. The introduced cost functional
data sets thus demonstrating the flexibi- (6) and the instrument of the validation
lity of the model and the transferability routine offers the possibility to investi-
of the obtained parameter values. An in- gate the influence of ~, and T on the mo-
dividual parameter optimization for each dels performance. J
of the different data sets revealed that
only the free velocity V may vary in For this the freeway section from which
different situations up to 5 percent. In the data were collected was in the first
an on-line application of the model e.g. formally subdivided into three segments
for traffic surveillance by filtering with length of 1000 m, 825 m (internal
sensor behind the first segment) and in
(Nahi and Trivedi (1973), Cremer (1976)) the second case into eight segments with
this parameter might be adapted from time length of 330 m (internal sensor behind
to time (for example according to Grewal the third segment). The value of the cost
and Payne (1976)). functional is given in table 2 for both
In the above validation procedure the these cases together with the former case
length~, of a segment and the samp- of a subdivision into five segments.
ling timeJT were kept to be fixed. It
will be investigated now whether and to In the same way the influence of the
what extent another choice of both va- sampling period T was investigated by the
lues will lead to an improvement or a validation procedure. The results are
deterioration of the models performance. given in table 3.
It is clear from intuition, that the in-
troduced aggregate variables c and v
become meaningless if ~ , is too small The results show, that there exists an opti-
while a too large valueJof ~, will in- mal choice for the segment length in the
J
 Paramet e r identification for a traffic flow model 777

15 s =i/2, the performance is deteriorated

TABLE 2 Performance of the model for drastically. This fact can be interpreted
different values Of~ by Shannons sampling theorem. It should be
mentioned here, that the ratio 6 j /T should
not exceed the free velocity Vf , otherwise
the convection term ineqn. (2) would become
length of erroneous and may cause irregularities of
segments 330 m 500-550 m 825-1000 m
the model.
cost Finally the elaborated pracedure offers the
functional 141 120 184
possibility to quantify the loss of perfor-
mance if some shortcuts are made in the mo-
del equations for reasons of simplification
and reduction of numerical effort. To in-
vestigate the consequences of some simpli-
TABLE 3 Performance of the model for fication the whole validation procedure was
different values of T repeated, thus allowing the remaining para-
meters to compensate the shortcut by altered
time values. In table 4 the percentage of the
interval
T = 5s T = 10s T = 15s T = 20s deterioration of the performance is presen-
ted for the investigated cases.
cost 120 120 127 578
functional The results indicate, that the modifiva-
tions by which the model of Payne was re-
fined here bring considerable improvement
(For this investigation the length 6. was while only few additional numerical opera-
taken to be 500 m and 550 m as befor~.) tions are necessary. If the density gra-
dient term is dropped congestion is modeled
rather poorly and took place only because
range of 500 m which gives best agreement the entering volumes were set to zero when
between modelled traffic flow and real jam on the other hand has its main effect
measurements as it is indicated by a mini- in the low density range. Neglecting the
mum value of the cost functional. For the dynamic inertia for the mean speed and
time interval T a choice less than 10 se- replacing eqn. (2) simply by the static
conds has no significant influence on the relation v . = V(c.) results in a drasti-
models performance but the consumption of cally dete~iorati~n of the models quali-
time is increased when the model is used ty.
in data processing. On the other hand,
when T is increased beyound a value of

TABLE 4 Percentage of loss of performance due

to various simplifications of the model

loss of performance
simplification mixed traffic free traffic congestion
Payne's model
cX,= 1; K = 0
simple convec- 21 96 33 96 3 96
tion term

density gradien
term dropped 142 96 o% 425 %
( V = 0)

convection
therm dropped 93 96 130 96 20 96

no dynamic de-
lay for v.
J 228 96 80 96 524 %
v. = V(c.)
J J
778 M. Cremer and M. Papageorgiou
CONCLUSIONS
The paper presented a dynamic traffic flow
model in the form of a set of cascaded,
nonlinear difference equations. The model
was designed to represent traffic dynamics
in any density range and its time discrete
form is especially suitable for use on a
digital computer. A number of free parame-
ters were used to adapt the model to obser-
vations of the real traffic process. For
this data from a freeway section with three
measurement sites have been used, where the
moasurements of both ends acted as the in-
pu ts while the data from an inner place were
taken to be the output of the system thus
giving a unique assignment of causality.
The validation process was formulated as a
parameter optimization problem and was
performed on the basis of extensive data
material. The result is a rather general,
highly realistic traffic flow model which
is capable to describe traffic behaviour
in all situations. Moreover, the introdu-
ced performance index made it possible to
quantify the loss of the models perfor-
mance if some numerical simplifications
are made. As it might be expected it has
been shown, that the models degradation
is the stronger the greater the saving in
numerical operations.
The model validation was performed using
data collected under no speed limitation.
The identified parameter values can be con-
sidered to be representative for traffic
flow an freeways in most European coun-
tries where no or only light .restriction
is imposed on the maximum speed. When
applied to traffic flow in the United
States slightly different parameter va-
lues are to be expected due to the con-
siderable limitation of maximum speed
and to the different size of cars.
ACKNOWLEDGEMEN'r
The authors want to express their thanks
to Professor Leutzbach and his researchers
for the provision of the traffic data used
in this paper.
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