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STOCHASTIC MODELS OF RL CIRCUITS IN EXPERIMENTS

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F07%3APU68758" target="_blank" >RIV/00216305:26220/07:PU68758 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    STOCHASTIC MODELS OF RL CIRCUITS IN EXPERIMENTS

  • Original language description

    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 the source. The analyticsolution of the resulting stochastic differential equation is obtained using the Ito formula. Statistical estimates of the stochastic solutions are examined and confidence intervals are found for the trajectories of the solution. The programming languageC#, a part of the new MS .NET platform, is used for numerical simulations. The results were verified in an experiment by measurements on inductor-resistor electrical circuits.

  • Czech name

    STOCHASTIC MODELS OF RL CIRCUITS IN EXPERIMENTS

  • Czech description

    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 the source. The analyticsolution of the resulting stochastic differential equation is obtained using the Ito formula. Statistical estimates of the stochastic solutions are examined and confidence intervals are found for the trajectories of the solution. The programming languageC#, a part of the new MS .NET platform, is used for numerical simulations. The results were verified in an experiment by measurements on inductor-resistor electrical circuits.

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    JA - Electronics and optoelectronics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2007

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    TIEF 2007

  • ISBN

    978-80-214-3476-9

  • ISSN

  • e-ISSN

  • Number of pages

    3

  • Pages from-to

    1-3

  • Publisher name

    UTEE, FEKT VUT v Brně

  • Place of publication

    Paris

  • Event location

    Paris

  • Event date

    Jul 1, 2007

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article