Confidence intervals for RLCG cell influenced by coloured noise

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F17%3APU124519" target="_blank" >RIV/00216305:26220/17:PU124519 - isvavai.cz</a>

Result on the web

<a href="http://www.emeraldinsight.com/toc/compel/36/4" target="_blank" >http://www.emeraldinsight.com/toc/compel/36/4</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1108/COMPEL-07-2016-0321" target="_blank" >10.1108/COMPEL-07-2016-0321</a>

Result language

angličtina

Original language name

Confidence intervals for RLCG cell influenced by coloured noise

Original language description

The purpose of the paper is to determine confidence intervals for the stochastic solutions in RLCG cells with coloured noise influenced potential source. The deterministic model of the basic RLCG cell leads to an ordinary differential equation. In this paper a stochastic model is formulated and the corresponding stochastic differential equation is analysed using the Ito stochastic calculus. Equations for the first and the second moment of the stochastic solution of the coloured noise effected RLCG cell are obtained and the corresponding confidence intervals are determined. The moment equations lead to ordinary differential equations, which are solved numerically by the implicit Euler scheme, which turns out to be very effective. For comparison the confidence intervals are computed also statistically by an implementation of the Euler scheme to stochastic differential equations. The theoretical results are illustrated by examples. Numerical simulations in the examples are carried out using Matlab.

Czech name

—

Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

—

OECD FORD branch

20201 - Electrical and electronic engineering

Project

<a href="/en/project/GA15-18288S" target="_blank" >GA15-18288S: Research of signal integrity at high-speed interconnects</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2017

Confidentiality

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

Name of the periodical

COMPEL The international journal for computation and mathematics in electrical and electronic engineering

ISSN

0332-1649

e-ISSN

—

Volume of the periodical

36

Issue of the periodical within the volume

4

Country of publishing house

GB - UNITED KINGDOM

Number of pages

12

Pages from-to

838-849

UT code for WoS article

000406715500001

EID of the result in the Scopus database

2-s2.0-85026527082