Publication detail

Statistical estimates of stochastic solutions of RL electrical circuits

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

KOLÁŘOVÁ, E.

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"
}