Title :
Statistical Estimates of Stochastic Solutions of RL Electrical Circuits
Author_Institution :
Brno Univ. of Technol., Brno
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;
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
DOI :
10.1109/ICIT.2006.372644
