Early Experiments with Traffic System Model and Factorized Kalman Filtering

The paper deals with the factorized version of the Kalman filtering. The global aim of research is to make possible to estimate the entries of the state vector individually and thereby to approach to handling the mixed-typed states, which still remains the open problem. The present paper continues a sequence of research in the field of factorized filtering and demonstrates its use with the urban traffic system model, which is the main application area. Two illustrative examples are presented.