Statistical estimates of Stochastic solutions of RL electrical circuits

被引：13
|
作者：
Kolarova, Edita [1 ]
机构：
[1] Brno Univ Technol, Fac Elect Engn & Commun, Brno 61600, Czech Republic
来源：
2006 IEEE INTERNATIONAL CONFERENCE ON INDUSTRIAL TECHNOLOGY, VOLS 1-6 | 2006年
关键词：
D O I：
10.1109/ICIT.2006.372644
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
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.
引用
收藏
页码：1186 / 1190
页数：5
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