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BRANČÍK, L. KOLÁŘOVÁ, E.
Original Title
Confidence Intervals at Multiconductor Transmission Lines with Stochastic Excitations
Type
conference paper
Language
English
Original Abstract
The paper deals with a method for determining confidence intervals of stochastic responses at multiconductor transmission line (MTL) models with stochastic excitations. It is based on the theory of stochastic differential equations (SDE), namely a linear SDE with the additive noise is formulated to describe the system responses. In place of previous approach in which the moments of stochastic processes were calculated via sample statistics of the sets of individual stochastic trajectories, herein, respective variances are calculated leading to substantial acceleration of the solution. To enable it, differential equations for obtaining first two moments of the stochastic responses are formulated and solved. The verification is done by comparing with the above stated approach, while the Student’s t-distribution is utilized for calculating confidence intervals due to the additive noise considered. The simulation results have been obtained by means of the Matlab language.
Keywords
confidence interval; multiconductor transmission line; stochastic differential equation; stochastic excitation; variance
Authors
BRANČÍK, L.; KOLÁŘOVÁ, E.
RIV year
2015
Released
24. 8. 2015
Publisher
Norwegian University of Science and Technology
Location
Trondheim, Norway
ISBN
978-1-4799-9876-0
Book
ECCTD2015 PROCEEDINGS: 22ND EUROPEAN CONFERENCE ON CIRCUIT THEORY AND DESIGN
Pages from
1
Pages to
4
Pages count
URL
http://easychair.org/smart-program/ECCTD2015/index.html
BibTex
@inproceedings{BUT115767, author="Lubomír {Brančík} and Edita {Kolářová}", title="Confidence Intervals at Multiconductor Transmission Lines with Stochastic Excitations", booktitle="ECCTD2015 PROCEEDINGS: 22ND EUROPEAN CONFERENCE ON CIRCUIT THEORY AND DESIGN", year="2015", pages="1--4", publisher="Norwegian University of Science and Technology", address="Trondheim, Norway", doi="10.1109/ECCTD.2015.7300057", isbn="978-1-4799-9876-0", url="http://easychair.org/smart-program/ECCTD2015/index.html" }