Confidence intervals at multiconductor transmission lines with stochastic excitations: Stochastic differential equations approach

The paper deals with a method for determining confidence intervals of stochastic responses at multiconductor transmission line (MTL) models with stochastic excitations. It is based on the theory of stochastic differential equations (SDE), namely a linear SDE with the additive noise is formulated to describe the system responses. In place of previous approach in which the moments of stochastic processes were calculated via sample statistics of the sets of individual stochastic trajectories, herein, respective variances are calculated leading to substantial acceleration of the solution. To enable it, differential equations for obtaining first two moments of the stochastic responses are formulated and solved. The verification is done by comparing with the above stated approach, while the Student´s t-distribution is utilized for calculating confidence intervals due to the additive noise considered. The simulation results have been obtained by means of the Matlab language.