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Stefan cel Mare
University of Suceava
Faculty of Electrical Engineering and
Computer Science
13, Universitatii Street
Suceava - 720229
ROMANIA

Print ISSN: 1582-7445
Online ISSN: 1844-7600
WorldCat: 644266260
doi: 10.4316/AECE


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  1/2013 - 3

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

BRANCIK, L. See more information about BRANCIK, L. on SCOPUS See more information about BRANCIK, L. on IEEExplore See more information about BRANCIK, L. on Web of Science, KOLAROVA, E. See more information about KOLAROVA, E. on SCOPUS See more information about KOLAROVA, E. on SCOPUS See more information about KOLAROVA, E. on Web of Science
 
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Download PDF pdficon (854 KB) | Citation | Downloads: 496 | Views: 2,809

Author keywords
circuit noise, circuit simulation, differential equations, stochastic processes, stochastic systems

References keywords
stochastic(14), equations(11), analysis(9), circuits(7), brancik(6), kolarova(5), applications(4)
Blue keywords are present in both the references section and the paper title.

About this article
Date of Publication: 2013-02-28
Volume 13, Issue 1, Year 2013, On page(s): 17 - 22
ISSN: 1582-7445, e-ISSN: 1844-7600
Digital Object Identifier: 10.4316/AECE.2013.01003
Web of Science Accession Number: 000315768300003
SCOPUS ID: 84875361883

Abstract
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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.


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Cited-By CrossRef

SCOPUS® Times Cited: 17
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Cited-By CrossRef

[1] Coloured Noise Analysis of a Phase-Locked Loop System: Beyond Itô and Stratonovich Stochastic Calculi, Gawalwad, Balaji G., Sharma, Shambhu N., Differential Equations and Dynamical Systems, ISSN 0971-3514, Issue 2, Volume 24, 2016.
Digital Object Identifier: 10.1007/s12591-014-0212-z
[CrossRef]

[2] Analysis of RLC Elements under Stochastic Conditions Using the First and the Second Moments, WALCZAK, J., MAZURKIEWICZ, S., GRABOWSKI, D., Advances in Electrical and Computer Engineering, ISSN 1582-7445, Issue 4, Volume 15, 2015.
Digital Object Identifier: 10.4316/AECE.2015.04010
[CrossRef] [Full text]

[3] Filtering for a Duffing-van der Pol stochastic differential equation, Patel, Hiren G., Sharma, Shambhu N., Applied Mathematics and Computation, ISSN 0096-3003, Issue , 2014.
Digital Object Identifier: 10.1016/j.amc.2013.10.038
[CrossRef]

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Copyright ©2001-2016
Faculty of Electrical Engineering and Computer Science
Stefan cel Mare University of Suceava, Romania


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