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Enhancement of Markov Chain Monte Carlo Convergence Speed in Vehicle Tracking Using Genetic Operator

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5 Author(s)
Wei Yeang Kow ; Modeling, Simulation & Comput. Lab., Univ. Malaysia Sabah, Kota Kinabalu, Malaysia ; Wei Leong Khong ; Yit Kwong Chin ; Ismail Saad
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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.

Published in:

2012 Fourth International Conference on Computational Intelligence, Modelling and Simulation

Date of Conference:

25-27 Sept. 2012