Publication detail

Confidence intervals for RLCG cell influenced by coloured noise

KOLÁŘOVÁ, E. BRANČÍK, L.

Original Title

Confidence intervals for RLCG cell influenced by coloured noise

Type

journal article in Web of Science

Language

English

Original Abstract

The purpose of the paper is to determine confidence intervals for the stochastic solutions in RLCG cells with coloured noise influenced potential source. The deterministic model of the basic RLCG cell leads to an ordinary differential equation. In this paper a stochastic model is formulated and the corresponding stochastic differential equation is analysed using the Ito stochastic calculus. Equations for the first and the second moment of the stochastic solution of the coloured noise effected RLCG cell are obtained and the corresponding confidence intervals are determined. The moment equations lead to ordinary differential equations, which are solved numerically by the implicit Euler scheme, which turns out to be very effective. For comparison the confidence intervals are computed also statistically by an implementation of the Euler scheme to stochastic differential equations. The theoretical results are illustrated by examples. Numerical simulations in the examples are carried out using Matlab.

Keywords

stochastic differential equations, Wiener process, Ito integral, stochastic simulations, RLCG electrical cell

Authors

KOLÁŘOVÁ, E.; BRANČÍK, L.

Released

1. 8. 2017

Publisher

Emerald journals

Location

United Kingdom

ISBN

0332-1649

Periodical

COMPEL The international journal for computation and mathematics in electrical and electronic engineering

Year of study

36

Number

4

State

United Kingdom of Great Britain and Northern Ireland

Pages from

838

Pages to

849

Pages count

12

URL

http://www.emeraldinsight.com/toc/compel/36/4

BibTex

@article{BUT138940,
  author="Edita {Kolářová} and Lubomír {Brančík}",
  title="Confidence intervals for RLCG cell influenced by coloured noise",
  journal="COMPEL The international journal for computation and mathematics in electrical and electronic engineering",
  year="2017",
  volume="36",
  number="4",
  pages="838--849",
  doi="10.1108/COMPEL-07-2016-0321",
  issn="0332-1649",
  url="http://www.emeraldinsight.com/toc/compel/36/4"
}