Detail publikace

Vector Linear Stochastic Differential Equations and Their Applications to Electrical Networks

Originální název

Vector Linear Stochastic Differential Equations and Their Applications to Electrical Networks

Anglický název

Vector Linear Stochastic Differential Equations and Their Applications to Electrical Networks

Jazyk

en

Originální abstrakt

The paper presents an application of the Ito stochastic calculus to the problem of modelling RLC electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term to various parameters of the circuit. The analytic solutions of the resulting stochastic integral equations are found using the multidimensional Ito formula. For the numerical simulations in the examples we used Matlab.

Anglický abstrakt

The paper presents an application of the Ito stochastic calculus to the problem of modelling RLC electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term to various parameters of the circuit. The analytic solutions of the resulting stochastic integral equations are found using the multidimensional Ito formula. For the numerical simulations in the examples we used Matlab.

BibTex


@inproceedings{BUT92834,
  author="Edita {Kolářová} and Lubomír {Brančík}",
  title="Vector Linear Stochastic Differential Equations and Their Applications to Electrical Networks",
  annote="The paper presents an application of the Ito stochastic calculus to the problem of modelling RLC electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term to various parameters of the circuit. The analytic solutions of the resulting stochastic integral equations are found using the multidimensional Ito formula. For the numerical simulations in the examples we used Matlab.",
  address="VUT v Brně",
  booktitle="Proceedings of 35th International Conference on Telecomunication and Signal Processing 2012",
  chapter="92834",
  howpublished="electronic, physical medium",
  institution="VUT v Brně",
  year="2012",
  month="july",
  pages="311--315",
  publisher="VUT v Brně",
  type="conference paper"
}