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

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

—

OECD FORD obor

20201 - Electrical and electronic engineering

Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2015

Kód důvěrnosti údajů

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

Název statě ve sborníku

Proceedings of 25th International Conference Radioelektronika 2015

ISBN

978-1-4799-8117-5

ISSN

—

e-ISSN

—

Počet stran výsledku

4

Strana od-do

85-88

Název nakladatele

University of Pardubice

Místo vydání

Pardubice, Czech Republic

Místo konání akce

Pardubice

Datum konání akce

21. 4. 2015

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000380492200015