Package org.opentrafficsim.road.gtu.lane.perception.categories

Class WienerProcess

java.lang.Object

nl.tudelft.simulation.jstats.distributions.Dist

nl.tudelft.simulation.jstats.distributions.DistContinuous

nl.tudelft.simulation.jstats.distributions.DistNormal

org.opentrafficsim.road.gtu.lane.perception.categories.WienerProcess

All Implemented Interfaces:

Serializable

public class WienerProcess
extends DistNormal

A numerical update scheme that represents a Wiener process if dt << tau. A Wiener process is a process that results in random values that follow a Normal distribution with parameters mu and sigma. However, there is a time progression with correlation tau, such that the process has a tendency to stay close to the previous value. The correlation time tau is a measure for this tendency. Given sufficient time (and dt << tau) the overall probability remains equal to the Normal distribution.

The Wiener process is typically used for measurement or perception errors in cases where the error of two consecutive time steps is unlikely to deviate much.

Treiber, M., A. Kesting, D. Helbing (2006) "Delays, Inaccuracies and Anticipation in Microscopic Traffic Models", Physica A – Statistical Mechanics and its Applications, Vol. 360, Issue 1, pp. 71-88.

Copyright (c) 2013-2020 Delft University of Technology, PO Box 5, 2600 AA, Delft, the Netherlands. All rights reserved.
BSD-style license. See OpenTrafficSim License.

Version:

$Revision$, $LastChangedDate$, by $Author$, initial version 18 okt. 2018

Author:

Alexander Verbraeck, Peter Knoppers, Wouter Schakel

See Also:

Serialized Form

Field Summary

Fields inherited from class nl.tudelft.simulation.jstats.distributions.DistNormal

CUMULATIVE_NORMAL_PROBABILITIES, haveNextNextGaussian, mu, sigma

Fields inherited from class nl.tudelft.simulation.jstats.distributions.Dist

stream

Constructor Summary

Constructors

Constructor	Description
WienerProcess(StreamInterface stream, double mu, double sigma, Duration tau, OTSSimulatorInterface simulator)

Method Summary

Modifier and Type	Method	Description
double	draw()

Methods inherited from class nl.tudelft.simulation.jstats.distributions.DistNormal

getCumulativeProbability, getInverseCumulativeProbability, getMu, getSigma, nextGaussian, probDensity, toString

Methods inherited from class nl.tudelft.simulation.jstats.distributions.Dist

getStream

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Details

WienerProcess

public WienerProcess(StreamInterface stream, double mu, double sigma, Duration tau, OTSSimulatorInterface simulator)

Parameters:

stream - StreamInterface; random number stream

mu - double; mean

sigma - double; standard deviation

tau - Duration; correlation time

simulator - OTSSimulatorInterface; simulator

Method Details

draw

public double draw()

Overrides:

draw in class DistNormal