Confidence intervals for RLCG cell influenced by coloured noise

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Confidence intervals for RLCG cell influenced by coloured noise

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Confidence intervals for RLCG cell influenced by coloured noise

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

20201 - Electrical and electronic engineering

Projekt

<a href="/cs/project/GA15-18288S" target="_blank" >GA15-18288S: Výzkum integrity signálů u vysokorychlostních propojovacích struktur</a><br>

Návaznosti

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

Rok uplatnění

2017

Kód důvěrnosti údajů

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

Název periodika

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

ISSN

0332-1649

e-ISSN

—

Svazek periodika

36

Číslo periodika v rámci svazku

4

Stát vydavatele periodika

GB - Spojené království Velké Británie a Severního Irska

Počet stran výsledku

12

Strana od-do

838-849

Kód UT WoS článku

000406715500001

EID výsledku v databázi Scopus

2-s2.0-85026527082