Detail publikace

Application of Stochastic Differential Equations in Second-Order Electrical Circuits Analysis

KOLÁŘOVÁ, E. BRANČÍK, L.

Originální název

Application of Stochastic Differential Equations in Second-Order Electrical Circuits Analysis

Typ

článek v časopise - ostatní, Jost

Jazyk

angličtina

Originální abstrakt

The paper deals with an unconventional approach to the analysis of electrical circuits with randomly varying parameters based on stochastic differential equations (SDE). A response of the electrical circuit is computed in the form of a sample mean with a particular confidence interval to provide credible estimate of the result. The method is applied to get voltage and current responses of the second-order RLGC network excited from a voltage source with a noise term. The results are compared with the classical deterministic state-variable approach.

Klíčová slova

stochastic differential equation, Itô formula, second-order electrical circuit, state variable

Autoři

KOLÁŘOVÁ, E.; BRANČÍK, L.

Rok RIV

2012

Vydáno

1. 7. 2012

Nakladatel

WYDAWNICTWO SIGMA - NOT

Místo

UL RATUSZOWA 11, 00-950 WARSAW, POLAND

ISSN

0033-2097

Periodikum

Przeglad Elektrotechniczny

Ročník

2012

Číslo

7a

Stát

Polská republika

Strany od

103

Strany do

107

Strany počet

5

URL

http://pe.org.pl/issue.php?lang=1&num=07a/2012

BibTex

@article{BUT92851,
  author="Edita {Kolářová} and Lubomír {Brančík}",
  title="Application of Stochastic Differential Equations in Second-Order Electrical Circuits Analysis",
  journal="Przeglad Elektrotechniczny",
  year="2012",
  volume="2012",
  number="7a",
  pages="103--107",
  issn="0033-2097",
  url="http://pe.org.pl/issue.php?lang=1&num=07a/2012"
}