Detail publikačního výsledku

SDE-Based Variance Simulation in Transmission Line Models with Random Excitations

BRANČÍK, L.; KOLÁŘOVÁ, E.; AL-ZUBAIDI R-SMITH, N.

Originální název

SDE-Based Variance Simulation in Transmission Line Models with Random Excitations

Anglický název

SDE-Based Variance Simulation in Transmission Line Models with Random Excitations

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

This paper is focused on the development of a method to determine variances of the stochastic responses in transmission line models with random excitations. It is based on the theory of stochastic differential equations (SDE), namely a system of vector linear SDEs with additive noise is formulated to be prepared to simulate respective stochastic trajectories. One possibility to get the moments of the stochastic process is to determine sample statistics from a set of individual trajectories. This is, however, rather time consuming, and it is benefit when compared to common methods is not so obvious. In this paper differential equations for getting directly the first two stochastic response moments of transmission line models under randomly varying excitations are formulated and solved. A verification is performed via the above stated approach, while the Students t- distribution can directly be used to determine respective confidence intervals in case of an additive noise. All simulations have been performed in a Matlab language environment.

Anglický abstrakt

This paper is focused on the development of a method to determine variances of the stochastic responses in transmission line models with random excitations. It is based on the theory of stochastic differential equations (SDE), namely a system of vector linear SDEs with additive noise is formulated to be prepared to simulate respective stochastic trajectories. One possibility to get the moments of the stochastic process is to determine sample statistics from a set of individual trajectories. This is, however, rather time consuming, and it is benefit when compared to common methods is not so obvious. In this paper differential equations for getting directly the first two stochastic response moments of transmission line models under randomly varying excitations are formulated and solved. A verification is performed via the above stated approach, while the Students t- distribution can directly be used to determine respective confidence intervals in case of an additive noise. All simulations have been performed in a Matlab language environment.

Klíčová slova

simulation; stochastic differential equation; stochastic process; transmission line model; variance

Klíčová slova v angličtině

simulation; stochastic differential equation; stochastic process; transmission line model; variance

Autoři

BRANČÍK, L.; KOLÁŘOVÁ, E.; AL-ZUBAIDI R-SMITH, N.

Rok RIV

2016

Vydáno

21.04.2015

Nakladatel

University of Pardubice

Místo

Pardubice, Czech Republic

ISBN

978-1-4799-8117-5

Kniha

Proceedings of 25th International Conference Radioelektronika 2015

ISSN

NEUVEDENO

Strany od

85

Strany do

88

Strany počet

4

URL

http://www.marew.cz/

Plný text v Digitální knihovně

http://hdl.handle.net/

BibTex

@inproceedings{BUT114442,
  author="Lubomír {Brančík} and Edita {Kolářová} and Nawfal {Al-Zubaidi R-Smith}",
  title="SDE-Based Variance Simulation in Transmission Line Models with Random Excitations",
  booktitle="Proceedings of 25th International Conference Radioelektronika 2015",
  year="2015",
  pages="85--88",
  publisher="University of Pardubice",
  address="Pardubice, Czech Republic",
  doi="10.1109/RADIOELEK.2015.7129053",
  isbn="978-1-4799-8117-5",
  url="http://www.marew.cz/"
}