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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
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" }