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%3APU69781" target="_blank" >RIV/00216305:26220/07:PU69781 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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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
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Result continuities
Project
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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
IC SPETO 2007
ISBN
978-83-85940-29-6
ISSN
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e-ISSN
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Number of pages
2
Pages from-to
131-132
Publisher name
UTEE, FEKT VUT v Brně
Place of publication
Brno
Event location
Gliwice
Event date
May 23, 2007
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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