Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters

<p>In this paper we present an application of the Itô stochastic calculus to the problem of modelling RLC electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term to various parameters of the circuit. The analytic solutions of the res...

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Bibliographic Details
Main Authors: Edita Kolářová, Lubomír Brančík
Format: Article
Language:English
Published: International Science and Engineering Society, o.s. 2013-01-01
Series:International Journal of Advances in Telecommunications, Electrotechnics, Signals and Systems
Online Access:http://ijates.org/index.php/ijates/article/view/24