Package org.opentrafficsim.road.gtu.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.perception.categories.WienerProcess
public class WienerProcess extends nl.tudelft.simulation.jstats.distributions.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) 2013-2026 Delft University of Technology, PO Box 5, 2600 AA, Delft, the Netherlands. All rights reserved.
BSD-style license. See OpenTrafficSim License.

Author:
Alexander Verbraeck, Peter Knoppers, Wouter Schakel

  • Field Summary

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

    haveNextNextGaussian, mu, sigma

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

    stream

  • Constructor Summary

    Constructors
    Constructor
    Description
    WienerProcess(nl.tudelft.simulation.jstats.streams.StreamInterface stream, double mu, double sigma, org.djunits.value.vdouble.scalar.Duration tau, OtsSimulatorInterface simulator)
    Constructor.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    draw()
     

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

    getCumulativeProbability, getInverseCumulativeProbability, getMu, getProbabilityDensity, getSigma, nextGaussian, setStream, 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(nl.tudelft.simulation.jstats.streams.StreamInterface stream, double mu, double sigma, org.djunits.value.vdouble.scalar.Duration tau, OtsSimulatorInterface simulator)
      Constructor.
      Parameters:
      stream - random number stream
      mu - mean
      sigma - standard deviation
      tau - correlation time
      simulator - simulator

  • Method Details

    • draw

      public double draw()
      Overrides:
      draw in class nl.tudelft.simulation.jstats.distributions.DistNormal