Publication detail

Analysis of Higher-Order Electrical Circuits with Noisy Sources via Stochastic Differential Equations Approach

BRANČÍK, L. KOLÁŘOVÁ, E.

Original Title

Analysis of Higher-Order Electrical Circuits with Noisy Sources via Stochastic Differential Equations Approach

Type

conference paper

Language

English

Original Abstract

The paper presents an unconventional technique for the analysis of higher-order electrical circuits excited from the sources with randomly varying voltages based on the stochastic differential equations (SDE) approach. The voltage and current responses of the electrical circuits are computed and represented in the form of mean values with particular confidence intervals to provide an estimate of the results. The method is applied to analyze responses of circuit models of optional orders, consisting of a cascade connection of the RLGC networks. To develop the model equations the state-variable method is used, afterwards a corresponding vector SDE is formulated and a stochastic Euler numerical technique utilized. To verify the results the deterministic responses are also computed by the help of the PSpice simulator or the numerical inversion of Laplace transforms Matlab procedure, in both cases removing a random term from the drive source.

Keywords

Higher-order electrical circuit, stochastic differential equation, state-variable method, Itô formula, Matlab.

Authors

BRANČÍK, L.; KOLÁŘOVÁ, E.

RIV year

2012

Released

17. 4. 2012

Publisher

VUT v Brně

Location

Brno, Czech Republic

ISBN

978-80-214-4468-3

Book

Proceedings of 22nd International Conference Radioelektronika 2012

Pages from

81

Pages to

84

Pages count

4

URL

http://www.radio.feec.vutbr.cz/radioelektronika/

BibTex

@inproceedings{BUT91515,
  author="Lubomír {Brančík} and Edita {Kolářová}",
  title="Analysis of Higher-Order Electrical Circuits with Noisy Sources via Stochastic Differential Equations Approach",
  booktitle="Proceedings of 22nd International Conference Radioelektronika 2012",
  year="2012",
  pages="81--84",
  publisher="VUT v Brně",
  address="Brno, Czech Republic",
  isbn="978-80-214-4468-3",
  url="http://www.radio.feec.vutbr.cz/radioelektronika/"
}