Physics-Embedded Gaussian Process for Traffic State Estimation

📅 2025-12-03
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🤖 AI Summary
Low probe vehicle penetration and sparse observations hinder reliable traffic state estimation (TSE) and well-calibrated uncertainty quantification. To address this, we propose a Physics-Embedded Gaussian Process (PEGP) framework. PEGP explicitly incorporates the LWR and ARZ macroscopic traffic flow models into a multi-output kernel function via linearized partial differential operators, enabling tight coupling of physical priors with data-driven learning—without requiring pseudo-observations. Coupled with variational inference for Gaussian process regression, PEGP ensures physical interpretability, adaptive uncertainty quantification, and strong generalization. Evaluations on HighD and NGSIM datasets show that PEGP-ARZ exhibits superior robustness under sparse observation regimes, whereas PEGP-LWR achieves higher accuracy under dense observations. Residual analysis confirms both physical consistency and proper uncertainty calibration.

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📝 Abstract
Traffic state estimation (TSE) becomes challenging when probe-vehicle penetration is low and observations are spatially sparse. Pure data-driven methods lack physical explanations and have poor generalization when observed data is sparse. In contrast, physical models have difficulty integrating uncertainties and capturing the real complexity of traffic. To bridge this gap, recent studies have explored combining them by embedding physical structure into Gaussian process. These approaches typically introduce the governing equations as soft constraints through pseudo-observations, enabling the integration of model structure within a variational framework. However, these methods rely heavily on penalty tuning and lack principled uncertainty calibration, which makes them sensitive to model mis-specification. In this work, we address these limitations by presenting a novel Physics-Embedded Gaussian Process (PEGP), designed to integrate domain knowledge with data-driven methods in traffic state estimation. Specifically, we design two multi-output kernels informed by classic traffic flow models, constructed via the explicit application of the linearized differential operator. Experiments on HighD, NGSIM show consistent improvements over non-physics baselines. PEGP-ARZ proves more reliable under sparse observation, while PEGP-LWR achieves lower errors with denser observation. Ablation study further reveals that PEGP-ARZ residuals align closely with physics and yield calibrated, interpretable uncertainty, whereas PEGP-LWR residuals are more orthogonal and produce nearly constant variance fields. This PEGP framework combines physical priors, uncertainty quantification, which can provide reliable support for TSE.
Problem

Research questions and friction points this paper is trying to address.

Estimates traffic states under low probe-vehicle penetration and sparse observations.
Integrates physical traffic models with data-driven methods to improve generalization.
Addresses uncertainty calibration and sensitivity to model mis-specification in estimation.
Innovation

Methods, ideas, or system contributions that make the work stand out.

Embedded physics via multi-output kernels in Gaussian process
Applied linearized differential operator from traffic flow models
Calibrated uncertainty quantification with interpretable residuals
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