Open AccessSimulation of Higher-Order Electrical Circuits with Stochastic Parameters via SDEs
Author(s) -
Lubomír Brančík,
Edita Kolářová
Publication year - 2013
Publication title -
advances in electrical and computer engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.254
H-Index - 23
eISSN - 1844-7600
pISSN - 1582-7445
DOI - 10.4316/aece.2013.01003
Subject(s) - electronic circuit , computer science , order (exchange) , electrical network , control theory (sociology) , electronic engineering , mathematical optimization , mathematics , engineering , electrical engineering , artificial intelligence , finance , economics , control (management)
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