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KOLÁŘOVÁ, E.
Original Title
Statistical estimates of stochastic solutions of RL electrical circuits
Type
conference paper
Language
English
Original Abstract
This paper shows an application of the Ito stochastic calculus to the problem of modelling inductor-resistor electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term in both the source and the resistance. The analytic solution of the resulting stochastic differential equations is obtained using the multidimensional Ito formula. Some statistical properties of the stochastic solutions are presented.
Keywords
Stochastic differential equations, Ito formula; stochastic solutions; RL electrical circuits
Authors
Released
15. 12. 2006
Publisher
Indian Institute of Technology, Bombay, Indie
Location
Bombay
ISBN
1-4244-0726-5
Book
ICIT-2006 -- International Conference of Industrial Technology
Pages from
2546
Pages to
2550
Pages count
5
BibTex
@inproceedings{BUT24660, author="Edita {Kolářová}", title="Statistical estimates of stochastic solutions of RL electrical circuits", booktitle="ICIT-2006 -- International Conference of Industrial Technology", year="2006", pages="2546--2550", publisher="Indian Institute of Technology, Bombay, Indie", address="Bombay", isbn="1-4244-0726-5" }