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Application of the Kalman-Bucy filter in the stochastic differential equation for the modeling of RL circuit | ||
| International Journal of Nonlinear Analysis and Applications | ||
| مقاله 4، دوره 2، شماره 1، فروردین 2011، صفحه 35-41 اصل مقاله (171.01 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22075/ijnaa.2011.93 | ||
| نویسندگان | ||
| R. Rezaeyan* 1؛ R. Farnoush1؛ E. B. Jamkhaneh2 | ||
| 1Department of Mathematics, Faculty of Basic Sciences, Islamic Azad University, Sciences and Research Branch, Tehran, Iran. | ||
| 2Department of Mathematics, Islamic Azad University Ghaemshahr Branch, Ghaemshahr, Iran. | ||
| تاریخ دریافت: 01 بهمن 1388، تاریخ بازنگری: 12 مرداد 1389، تاریخ پذیرش: 24 مرداد 1389 | ||
| چکیده | ||
| In this paper, we present an application of the stochastic calculus to the problem of modeling electrical networks. The filtering problem have an important role in the theory of stochastic differential equations(SDEs). In this article, we present an application of the continuous Kalman-Bucy filter for an RL circuit. 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 integral equations are found using the Ito formula. | ||
| کلیدواژه‌ها | ||
| Stochastic differential equation؛ white noise؛ Kalman-Bucy filter؛ Ito formula؛ analytic solution | ||
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