Simulation of Higher-Order Electrical Circuits with Stochastic Parameters via SDEs

• Main Authors: BRANCIK, L., KOLAROVA, E.
• Format: Article
• Language: English
• Published: Stefan cel Mare University of Suceava 2013-02-01
• Series: Advances in Electrical and Computer Engineering
• Subjects: circuit noise; circuit simulation; differential equations; stochastic processes; stochastic systems
• Online Access: http://dx.doi.org/10.4316/AECE.2013.01003

The paper deals with a technique for the simulation of higher-order electrical circuits with parameters varying randomly. The principle consists in the utilization of the theory of stochastic differential equations (SDE), namely the vector form of the ordinary SDEs. Random changes of both excitation voltage and some parameters of passive circuit elements are considered, and circuit responses are analyzed. The voltage and/or current responses are computed and represented in the form of the sample means accompanied by their confidence intervals to provide reliable estimates. The method is applied to analyze responses of the circuit models of optional orders, specially those consisting of a cascade connection of the RLGC networks. To develop the model equations the state-variable method is used, afterwards a corresponding vector SDE is formulated and a stochastic Euler numerical method applied. To verify the results the deterministic responses are also computed by the help of the PSpice simulator or the numerical inverse Laplace transforms (NILT) procedure in MATLAB, while removing random terms from the circuit model.