Find 2D velocity vector of an Ornstein-Uhlenbeck process

Usage

velocity_ou(driftV, beta, currentV, delta, sigma)

Arguments

driftV: A 2d numeric vector representing the drift velocity (nominally m/s) at current location
beta: The beta parameter controlling the correlation of velocities over 1-delta timesteps
currentV: A 2D numeric vector representing the current velocity (nominally m/s)
delta: Numeric, giving timesteps i.e. temporal resolution in seconds e.g. 60 means 1-minute step
sigma: Single numeric, the standard deviation of the velocity noise at 1 delta time resolution

Value

A 2D numeric (velocity) vector

Examples

# drift to the NE of approx 1m/s, high correlation,
# current velocity SW of approx 1m/s, 10s step, 2.5m/s std dev
velocity_ou(c(1, 1), 0.1, c(-1, -1), 10, 2.5)
#> [1]  4.429682 13.721865