Publication detail

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

BRANČÍK, L. KOLÁŘOVÁ, E. AL-ZUBAIDI R-SMITH, N.

Original Title

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

Type

conference paper

Language

English

Original Abstract

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.

Keywords

simulation; stochastic differential equation; stochastic process; transmission line model; variance

Authors

BRANČÍK, L.; KOLÁŘOVÁ, E.; AL-ZUBAIDI R-SMITH, N.

RIV year

2015

Released

21. 4. 2015

Publisher

University of Pardubice

Location

Pardubice, Czech Republic

ISBN

978-1-4799-8117-5

Book

Proceedings of 25th International Conference Radioelektronika 2015

ISBN

NEUVEDENO

Pages from

85

Pages to

88

Pages count

4

URL

http://www.marew.cz/

BibTex

@inproceedings{BUT114442,
  author="Lubomír {Brančík} and Edita {Kolářová} and Nawfal {Al-Zubaidi R-Smith}",
  title="SDE-Based Variance Simulation in Transmission Line Models with Random Excitations",
  booktitle="Proceedings of 25th International Conference Radioelektronika 2015",
  year="2015",
  pages="85--88",
  publisher="University of Pardubice",
  address="Pardubice, Czech Republic",
  doi="10.1109/RADIOELEK.2015.7129053",
  isbn="978-1-4799-8117-5",
  url="http://www.marew.cz/"
}