Complete analytic solution to Brownian unicycle dynamics

TL;DR

This paper provides a comprehensive analytical solution for the probability distribution of a Brownian unicycle, including moments for arbitrary speeds, advancing understanding of non-holonomic vehicle stochastic dynamics.

Contribution

It derives the first analytical expression for any-order moments of the Brownian unicycle's configuration, valid for arbitrary linear and angular speeds.

Findings

Derived explicit formulas for moments of the distribution.

Analyzed diffusivity under various speed conditions.

Extended the analytical understanding of non-holonomic stochastic systems.

Abstract

This paper derives a complete analytical solution for the probability distribution of the configuration of a non-holonomic vehicle that moves in two spatial dimensions by satisfying the unicycle kinematic constraints and in presence of Brownian noises. In contrast to previous solutions, the one here derived holds even in the case of arbitrary linear and angular speed. This solution is obtained by deriving the analytical expression of any-order moment of the probability distribution. To the best of our knowledge, an analytical expression for any-order moment that holds even in the case of arbitrary linear and angular speed, has never been derived before. To compute these moments, a direct integration of the Langevin equation is carried out and each moment is expressed as a multiple integral of the deterministic motion (i.e., the known motion that would result in absence of noise). For the special case when the ratio between the linear and angular speed is constant, the multiple integrals can be easily solved and expressed as the real or the imaginary part of suitable analytic functions. As an application of the derived analytical results, the paper investigates the diffusivity of the considered Brownian motion for constant and for arbitrary time-dependent linear and angular speed.