--- a
+++ b/rdpg/ou_noise.py
@@ -0,0 +1,38 @@
+# --------------------------------------
+# Ornstein-Uhlenbeck Noise
+# Author: Flood Sung
+# Date: 2016.5.4
+# Reference: https://github.com/rllab/rllab/blob/master/rllab/exploration_strategies/ou_strategy.py
+# --------------------------------------
+
+import numpy as np
+import numpy.random as nr
+
+class OUNoise:
+    """docstring for OUNoise"""
+    def __init__(self,action_dimension,mu=0, theta=0.15, sigma=0.2):
+        self.action_dimension = action_dimension
+        self.mu = mu
+        self.theta = theta
+        self.sigma = sigma
+        self.state = np.ones(self.action_dimension) * self.mu
+        self.reset()
+
+    def reset(self):
+        self.state = np.ones(self.action_dimension) * self.mu
+
+    def noise(self):
+        x = self.state
+        dx = self.theta * (self.mu - x) + self.sigma * nr.randn(len(x))
+        self.state = x + dx
+        return self.state
+
+if __name__ == '__main__':
+    ou = OUNoise(3)
+    states = []
+    for i in range(1000):
+        states.append(ou.noise())
+    import matplotlib.pyplot as plt
+
+    plt.plot(states)
+    plt.show()