Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F13%3APU102340" target="_blank" >RIV/00216305:26220/13:PU102340 - isvavai.cz</a>
Result on the web
<a href="http://www.ijates.org/index.php/ijates/article/view/24" target="_blank" >http://www.ijates.org/index.php/ijates/article/view/24</a>
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters.
Original language description
This 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 ultidimensional Ito formula. For the numerical simulations in the examples we used MATLAB The SDE approach has its perspectives in the simulation even higher-order rcuits representing more complex physical systems, as their real implementations are often subject to a number of random effects. An example for a transmission line lumped-parameter model is provided.
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
JA - Electronics and optoelectronics
OECD FORD branch
—
Result continuities
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
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
International Journal of Advances in Telecommunications, Electrotechnics, Signals and Systems
ISSN
1805-5443
e-ISSN
—
Volume of the periodical
2
Issue of the periodical within the volume
1
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
8
Pages from-to
1-8
UT code for WoS article
—
EID of the result in the Scopus database
—