Publication detail

Stochastic models of RL circuits in experiments

KUBÁSEK, R. KOLÁŘOVÁ, E.

Original Title

Stochastic models of RL circuits in experiments

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 the source. The analytic solution of the resulting stochastic differential equation is obtained using the Ito formula. Statistical estimates of the stochastic solutions are examined and confidence intervals are found for the trajectories of the solution. The programming language C#, a part of the new MS .NET platform, is used for numerical simulations. The results were verified in an experiment by measurements on inductor-resistor electrical circuits.

Keywords

stochastic models, RL circuits in experiments, modelling inductor-resistor electrical circuits

Authors

KUBÁSEK, R.; KOLÁŘOVÁ, E.

RIV year

2007

Released

1. 7. 2007

Publisher

UTEE, FEKT VUT v Brně

Location

Brno

ISBN

978-83-85940-29-6

Book

IC SPETO 2007

Pages from

131

Pages to

132

Pages count

2

BibTex

@inproceedings{BUT27802,
  author="Radek {Kubásek} and Edita {Kolářová}",
  title="Stochastic models of RL circuits in experiments",
  booktitle="IC SPETO 2007",
  year="2007",
  pages="131--132",
  publisher="UTEE, FEKT VUT v Brně",
  address="Brno",
  isbn="978-83-85940-29-6"
}