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BRANČÍK, L. KOLÁŘOVÁ, E.
Originální název
Simulation of Higher-Order Electrical Circuits with Stochastic Parameters via SDEs
Typ
článek v časopise - ostatní, Jost
Jazyk
angličtina
Originální abstrakt
The paper deals with a technique for the simulation of higher-order electrical circuits with parameters varying randomly. The principle consists in the utilization of the theory of stochastic differential equations (SDE), namely the vector form of the ordinary SDEs. Random changes of both excitation voltage and some parameters of passive circuit elements are considered, and circuit responses are analyzed. The voltage and/or current responses are computed and represented in the form of the sample means accompained by their confidence intervals to provide reliable estimates. The method is applied to analyze responses of the circuit models of optional orders, specially those 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 method applied. To verify the results the deterministic responses are also computed by the help of the PSpice simulator or the numerical inverse Laplace transforms (NILT) procedure in MATLAB, while removing random terms from the circuit model.
Klíčová slova
circuit simulation, differential equations, stochastic processes, stochastic systems
Autoři
BRANČÍK, L.; KOLÁŘOVÁ, E.
Rok RIV
2013
Vydáno
28. 2. 2013
Nakladatel
Stefan cel Mare University of Suceava
Místo
Rumunsko
ISSN
1582-7445
Periodikum
ADV ELECTR COMPUT EN
Ročník
13
Číslo
1
Stát
Strany od
17
Strany do
22
Strany počet
6
URL
http://www.aece.ro
BibTex
@article{BUT98291, author="Lubomír {Brančík} and Edita {Kolářová}", title="Simulation of Higher-Order Electrical Circuits with Stochastic Parameters via SDEs", journal="ADV ELECTR COMPUT EN", year="2013", volume="13", number="1", pages="17--22", issn="1582-7445", url="http://www.aece.ro" }