Vector Linear Stochastic Differential Equations and Their Applications to Electrical Networks

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F12%3APU99004" target="_blank" >RIV/00216305:26220/12:PU99004 - isvavai.cz</a>
Result on the web
<a href="http://tsp.vutbr.cz/" target="_blank" >http://tsp.vutbr.cz/</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Vector Linear Stochastic Differential Equations and Their Applications to Electrical Networks
Original language description
The paper presents an application of the Ito stochastic calculus to the problem of modelling RLC electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term to various parameters of the circuit. The analytic solutions of the resulting stochastic integral equations are found using the multidimensional Ito formula. For the numerical simulations in the examples we used Matlab.
Czech name
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Czech description
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of 35th International Conference on Telecomunication and Signal Processing 2012
ISBN
978-1-4673-1116-8
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
311-315
Publisher name
VUT v Brně
Place of publication
Prague, Czech Republic
Event location
Prague
Event date
Jul 3, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000308143100059

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