Statistical Estimates of Stochastic Solutions of RL Electrical Circuits

Author

Kolarova, E.

Author_Institution

Brno Univ. of Technol., Brno

fYear

2006

fDate

15-17 Dec. 2006

Firstpage

2546

Lastpage

2550

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. The programming language C#, a part of the new MS .NET platform, is used to generate numerical solutions and their graphical representations.

Keywords

C++ language; circuit analysis computing; differential equations; networks (circuits); statistical analysis; C#; MS .NET; RL electrical circuits; deterministic model; inductor-resistor electrical circuits; programming language; stochastic calculus; stochastic differential equations; stochastic model; Calculus; Circuits; Differential equations; Electric resistance; Indium tin oxide; Integral equations; Multidimensional systems; Stochastic processes; Stochastic resonance; Stochastic systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Industrial Technology, 2006. ICIT 2006. IEEE International Conference on

Conference_Location

Mumbai

Print_ISBN

1-4244-0726-5

Electronic_ISBN

1-4244-0726-5

Type

conf

DOI

10.1109/ICIT.2006.372644

Filename

4237966