SDE-Based Variance Simulation in Transmission Line Models with Random Excitations

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F15%3APU114003" target="_blank" >RIV/00216305:26220/15:PU114003 - isvavai.cz</a>
Result on the web
<a href="http://www.marew.cz/" target="_blank" >http://www.marew.cz/</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/RADIOELEK.2015.7129053" target="_blank" >10.1109/RADIOELEK.2015.7129053</a>

Result language
angličtina
Original language name
SDE-Based Variance Simulation in Transmission Line Models with Random Excitations
Original language description
This paper is focused on the development of a method to determine variances of the stochastic responses in transmission line models with random excitations. It is based on the theory of stochastic differential equations (SDE), namely a system of vector linear SDEs with additive noise is formulated to be prepared to simulate respective stochastic trajectories. One possibility to get the moments of the stochastic process is to determine sample statistics from a set of individual trajectories. This is, however, rather time consuming, and it is benefit when compared to common methods is not so obvious. In this paper differential equations for getting directly the first two stochastic response moments of transmission line models under randomly varying excitations are formulated and solved. A verification is performed via the above stated approach, while the Students t- distribution can directly be used to determine respective confidence intervals in case of an additive noise. All simulations have been performed in a Matlab language environment.
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
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of 25th International Conference Radioelektronika 2015
ISBN
978-1-4799-8117-5
ISSN
—
e-ISSN
—
Number of pages
4
Pages from-to
85-88
Publisher name
University of Pardubice
Place of publication
Pardubice, Czech Republic
Event location
Pardubice
Event date
Apr 21, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000380492200015

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