Detail publikace

Confidence intervals for RLCG cell influenced by coloured noise

KOLÁŘOVÁ, E. BRANČÍK, L.

Originální název

Confidence intervals for RLCG cell influenced by coloured noise

Typ

článek v časopise ve Web of Science, Jimp

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

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

Autoři

KOLÁŘOVÁ, E.; BRANČÍK, L.

Vydáno

1. 8. 2017

Nakladatel

Emerald journals

Místo

United Kingdom

ISSN

0332-1649

Periodikum

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

Ročník

36

Číslo

4

Stát

Spojené království Velké Británie a Severního Irska

Strany od

838

Strany do

849

Strany počet

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"
}