Publication detail

Confidence Intervals at Multiconductor Transmission Lines with Stochastic Excitations

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

4

URL

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"
}