Detail publikačního výsledku

Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters.

KOLÁŘOVÁ, E.; BRANČÍK, L.

Originální název

Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters.

Anglický název

Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters.

Druh

Článek recenzovaný mimo WoS a Scopus

Originální abstrakt

This paper presents an application of the Ito stochastic calculus to the problem of modelling RLC electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term to various parameters of the circuit.The analytic solutions of the resulting stochastic integral equations are found using the ultidimensional Ito formula. For the numerical simulations in the examples we used MATLAB The SDE approach has its perspectives in the simulation even higher-order rcuits representing more complex physical systems, as their real implementations are often subject to a number of random effects. An example for a transmission line lumped-parameter model is provided.

Anglický abstrakt

This paper presents an application of the Ito stochastic calculus to the problem of modelling RLC electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term to various parameters of the circuit.The analytic solutions of the resulting stochastic integral equations are found using the ultidimensional Ito formula. For the numerical simulations in the examples we used MATLAB The SDE approach has its perspectives in the simulation even higher-order rcuits representing more complex physical systems, as their real implementations are often subject to a number of random effects. An example for a transmission line lumped-parameter model is provided.

Klíčová slova

Stochastic differential equations, Wiener process, Ito formula, electrical network, transmission line model.

Klíčová slova v angličtině

Stochastic differential equations, Wiener process, Ito formula, electrical network, transmission line model.

Autoři

KOLÁŘOVÁ, E.; BRANČÍK, L.

Rok RIV

2014

Vydáno

07.01.2013

Nakladatel

International Science and Engineering Society, o.s.

Místo

Brno, Czech Republic

ISSN

1805-5443

Periodikum

International Journal of Advances in Telecommunications, Electrotechnics, Signals and Systems

Svazek

2

Číslo

1

Stát

Česká republika

Strany od

1

Strany do

8

Strany počet

8

URL

http://www.ijates.org/index.php/ijates/article/view/24

BibTex

@article{BUT97704,
  author="Edita {Kolářová} and Lubomír {Brančík}",
  title="Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters.",
  journal="International Journal of Advances in Telecommunications, Electrotechnics, Signals and Systems",
  year="2013",
  volume="2",
  number="1",
  pages="1--8",
  issn="1805-5443",
  url="http://www.ijates.org/index.php/ijates/article/view/24"
}