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  • 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 the source. The analytic solution of the resulting stochastic differential equation is obtained using the Ito formula. Statistical estimates of the stochastic solutions are examined and confidence intervals are found for the trajectories of the solution. The programming language C#, a part of the new MS .NET platform, is used for numerical simulations. The results were verified in an experiment by measurements on inductor-resistor electrical circuits.
  • 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 the source. The analytic solution of the resulting stochastic differential equation is obtained using the Ito formula. Statistical estimates of the stochastic solutions are examined and confidence intervals are found for the trajectories of the solution. The programming language C#, a part of the new MS .NET platform, is used for numerical simulations. The results were verified in an experiment by measurements on inductor-resistor electrical circuits. (en)
Title
  • Stochastic models of RL circuits in experiments
  • Stochastic models of RL circuits in experiments (en)
skos:prefLabel
  • Stochastic models of RL circuits in experiments
  • Stochastic models of RL circuits in experiments (en)
skos:notation
  • RIV/00216305:26220/07:PU69781!RIV10-MSM-26220___
http://linked.open...avai/riv/aktivita
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  • Z(MSM0021630513), Z(MSM0021630516)
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http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 452555
http://linked.open...ai/riv/idVysledku
  • RIV/00216305:26220/07:PU69781
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • stochastic models, RL circuits in experiments, modelling inductor-resistor electrical circuits (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [A7DD9BA2DD2B]
http://linked.open...v/mistoKonaniAkce
  • Gliwice
http://linked.open...i/riv/mistoVydani
  • Brno
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  • IC SPETO 2007
http://linked.open...in/vavai/riv/obor
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http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Kubásek, Radek
  • Kolářová, Edita
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
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  • UTEE, FEKT VUT v Brně
https://schema.org/isbn
  • 978-83-85940-29-6
http://localhost/t...ganizacniJednotka
  • 26220
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