Publication detail

Stochastic Differential Equations Approach in the Analysis of MTLs with Randomly Varied Parameters

BRANČÍK, L. KOLÁŘOVÁ, E.

Original Title

Stochastic Differential Equations Approach in the Analysis of MTLs with Randomly Varied Parameters

Type

conference paper

Language

English

Original Abstract

The paper deals with a technique for the analysis of multiconductor transmission lines (MTL) with randomly varied parameters, which is based on a theory of stochastic differential equations (SDE). Sets of stochastic trajectories are computed as voltage or current responses, accompanied by relevant sample means and confidence intervals. The MTL model is based on a cascade connection of generalized RLGC networks, terminating circuits are replaced by their generalized Thévenin equivalents. To develop model equations a state-variable method is applied, and then a corresponding vector SDE is formulated. Finally, a stochastic implicit Euler numerical technique is used for the numerical solution being consistent with Itô stochastic calculus. All the computation were done in the MATLAB language, and deterministic responses are also stated via a numerical inverse Laplace transforms (NILT) procedure to verify the results.

Keywords

stochastic differential equation, Itô calculus, multiconductor transmission line, state variable, Matlab

Authors

BRANČÍK, L.; KOLÁŘOVÁ, E.

RIV year

2012

Released

9. 12. 2012

Publisher

IEEE CAS

Location

Sevilla, Spain

ISBN

978-1-4673-1259-2

Book

Proceedings of 19th IEEE International Conference on Electronics, Circuits, and Systems ICECS2012

Pages from

725

Pages to

728

Pages count

4

BibTex

@inproceedings{BUT94996,
  author="Lubomír {Brančík} and Edita {Kolářová}",
  title="Stochastic Differential Equations Approach in the Analysis of MTLs with Randomly Varied Parameters",
  booktitle="Proceedings of 19th IEEE International Conference on Electronics, Circuits, and Systems ICECS2012",
  year="2012",
  pages="725--728",
  publisher="IEEE CAS",
  address="Sevilla, Spain",
  isbn="978-1-4673-1259-2"
}