Detail publikace

Statistical estimates of stochastic solutions of RL electrical circuits

KOLÁŘOVÁ, E.

Originální název

Statistical estimates of stochastic solutions of RL electrical circuits

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

Stochastic differential equations, Ito formula; stochastic solutions; RL electrical circuits

Autoři

KOLÁŘOVÁ, E.

Vydáno

15. 12. 2006

Nakladatel

Indian Institute of Technology, Bombay, Indie

Místo

Bombay

ISBN

1-4244-0726-5

Kniha

ICIT-2006 -- International Conference of Industrial Technology

Strany od

2546

Strany do

2550

Strany počet

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"
}