Detail publikace

Analysis of Higher-Order Electrical Circuits with Noisy Sources via Stochastic Differential Equations Approach

BRANČÍK, L. KOLÁŘOVÁ, E.

Originální název

Analysis of Higher-Order Electrical Circuits with Noisy Sources via Stochastic Differential Equations Approach

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

The paper presents an unconventional technique for the analysis of higher-order electrical circuits excited from the sources with randomly varying voltages based on the stochastic differential equations (SDE) approach. The voltage and current responses of the electrical circuits are computed and represented in the form of mean values with particular confidence intervals to provide an estimate of the results. The method is applied to analyze responses of circuit models of optional orders, consisting of a cascade connection of the RLGC networks. To develop the model equations the state-variable method is used, afterwards a corresponding vector SDE is formulated and a stochastic Euler numerical technique utilized. To verify the results the deterministic responses are also computed by the help of the PSpice simulator or the numerical inversion of Laplace transforms Matlab procedure, in both cases removing a random term from the drive source.

Klíčová slova

Higher-order electrical circuit, stochastic differential equation, state-variable method, Itô formula, Matlab.

Autoři

BRANČÍK, L.; KOLÁŘOVÁ, E.

Rok RIV

2012

Vydáno

17. 4. 2012

Nakladatel

VUT v Brně

Místo

Brno, Czech Republic

ISBN

978-80-214-4468-3

Kniha

Proceedings of 22nd International Conference Radioelektronika 2012

Strany od

81

Strany do

84

Strany počet

4

URL

BibTex

@inproceedings{BUT91515,
  author="Lubomír {Brančík} and Edita {Kolářová}",
  title="Analysis of Higher-Order Electrical Circuits with Noisy Sources via Stochastic Differential Equations Approach",
  booktitle="Proceedings of 22nd International Conference Radioelektronika 2012",
  year="2012",
  pages="81--84",
  publisher="VUT v Brně",
  address="Brno, Czech Republic",
  isbn="978-80-214-4468-3",
  url="http://www.radio.feec.vutbr.cz/radioelektronika/"
}