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Stochastic approach for noise analysis and parameter estimation for RC and RLC electrical circuits | ||
| International Journal of Nonlinear Analysis and Applications | ||
| مقاله 33، دوره 12، شماره 1، مرداد 2021، صفحه 433-444 اصل مقاله (1.33 M) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22075/ijnaa.2021.4820 | ||
| نویسندگان | ||
| Parisa Nabati* 1؛ Rahman Farnoosh2 | ||
| 1Faculty of Science, Urmia University of Technology, Urmia, Iran | ||
| 2Faculty of Mathematics, Iran University of Science and Technology, Tehran, Iran | ||
| تاریخ دریافت: 27 مهر 1396، تاریخ بازنگری: 22 دی 1396، تاریخ پذیرش: 03 فروردین 1398 | ||
| چکیده | ||
| The main focus of this paper is to examine the effects of Gaussian white noise and Gaussian colored noise perturbations on the voltage of RC and RLC electrical circuits. For this purpose, the input voltage is assumed to be corrupted by the white noise and the charge is observed at discrete time points. The deterministic models will be transferred to stochastic differential equations and these models will be solved analytically using Ito's lemma. Random colored noise excitations, more close to real environmental excitations, so Gaussian colored noise is considered in these electrical circuits. Scince there is not always a closed form analytical solution for stochastic differential equations, then these models will be solved numerically based on the Euler- maruyama scheme. The parameter estimation for these stochastic models is investigated using the least square estimator when the parameters are missing data that it is a concern in electrical engeineering. Finally, some numerical simulations via Matlab programming are carried out in order to show the efficiency and accuracy of the present work. | ||
| کلیدواژه‌ها | ||
| Stochastic differential equation؛ Gaussian white noise؛ Gaussian colored noise؛ Simulation؛ Electrical circuits؛ Parameter estimation | ||
| مراجع | ||
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