Publication detail

Statistical estimates of stochastic solutions of RL electrical circuits

KOLÁŘOVÁ, E.

Czech title

Statistické vlastnosti stochastických řešení RL obvodů

English title

Statistical estimates of stochastic solutions of RL electrical circuits

Type

conference paper

Language

en

Original abstract

This paper shows an application of the Ito stochastic calculus to the problem of modelling inductor-resistor electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term in both the source and the resistance. The analytic solution of the resulting stochastic differential equations is obtained using the multidimensional Ito formula. Some statistical properties of the stochastic solutions are presented.

Czech abstract

Článek se zabývá aplikaci Itova stochastického počtu na modelování RL elektrického obvodu. Deterministický model obvodu je nahrazen stochastickým modelem tak, že se ke koeficientu pro odpor i pro zdroj přičte šum. Spočítá se amalytické řešení příslušné stochastické diferenciální rovnice pomocí multidimenzionalní Itovy formule. Uvádíme také některé statistické vlastnosti stochastického řešení.

English abstract

This paper shows an application of the Ito stochastic calculus to the problem of modelling inductor-resistor electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term in both the source and the resistance. The analytic solution of the resulting stochastic differential equations is obtained using the multidimensional Ito formula. Some statistical properties of the stochastic solutions are presented.

Keywords in Czech

Stochastické diferenciální rovnice; Ito formula; stochastické řešení; RL obvod

Keywords in English

Stochastic differential equations, Ito formula; stochastic solutions; RL electrical circuits

Released

15.12.2006

Publisher

Indian Institute of Technology, Bombay, Indie

Location

Bombay

ISBN

1-4244-0726-5

Book

ICIT-2006 -- International Conference of Industrial Technology

Pages from–to

2546–2550

Pages count

5

BIBTEX


@inproceedings{BUT24660,
  author="Edita {Kolářová},
  title="Statistical estimates of stochastic solutions of RL electrical circuits",
  booktitle="ICIT-2006 -- International Conference of Industrial Technology",
  year="2006",
  month="December",
  pages="2546--2550",
  publisher="Indian Institute of Technology, Bombay, Indie",
  address="Bombay",
  isbn="1-4244-0726-5"
}