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KOLÁŘOVÁ, E. BRANČÍK, L.
Original Title
The Effect of the Colored Noise to RLC(G) Electrical Circuits
Type
conference paper
Language
English
Original Abstract
The paper deals with RLC or RLCG circuits, where some of the coefficients are influenced by a colored noise. Our approach to the mathematical description of this situation is via stochastic differential equations. We present numerical solutions of the corresponding equations. We compare the deterministic solution with the stochastic ones. We also compute and illustrate the corresponding confidence intervals for the stochastic solutions. Numerical simulations in the examples are carried out using Matlab.
Keywords
RLC(G) electrical network; stochastic differential equations; white noise; colored noise; Wiener process; stochastic numerical simulations.
Authors
KOLÁŘOVÁ, E.; BRANČÍK, L.
Released
19. 4. 2016
Publisher
Department of Electronics and Multimedia Communications, Faculty of Electrical Engineering and Informatics, TU Košice
Location
Košice, Slovakia
ISBN
978-1-5090-1673-0
Book
Proceedings of the 26th International Conference RADIOELEKTRONIKA 2016
Edition number
1.
Pages from
87
Pages to
90
Pages count
4
URL
http://kemt.fei.tuke.sk/radioelektronika2016/home/
BibTex
@inproceedings{BUT124213, author="Edita {Kolářová} and Lubomír {Brančík}", title="The Effect of the Colored Noise to RLC(G) Electrical Circuits", booktitle="Proceedings of the 26th International Conference RADIOELEKTRONIKA 2016", year="2016", number="1.", pages="87--90", publisher="Department of Electronics and Multimedia Communications, Faculty of Electrical Engineering and Informatics, TU Košice", address="Košice, Slovakia", doi="10.1109/RADIOELEK.2016.7477355", isbn="978-1-5090-1673-0", url="http://kemt.fei.tuke.sk/radioelektronika2016/home/" }