TY - JOUR
ID - 93
TI - Application of the Kalman-Bucy filter in the stochastic differential equation for the modeling of RL circuit
JO - International Journal of Nonlinear Analysis and Applications
JA - IJNAA
LA - en
SN -
AU - Rezaeyan, R.
AU - Farnoush, R.
AU - Jamkhaneh, E. B.
AD - Department of Mathematics, Faculty of Basic Sciences, Islamic Azad University,
Sciences and Research Branch, Tehran, Iran.
AD - Department of Mathematics, Islamic Azad University Ghaemshahr Branch,
Ghaemshahr, Iran.
Y1 - 2011
PY - 2011
VL - 2
IS - 1
SP - 35
EP - 41
KW - Stochastic differential equation
KW - white noise
KW - Kalman-Bucy filter
KW - Ito formula
KW - analytic solution
DO - 10.22075/ijnaa.2011.93
N2 - In this paper, we present an application of the stochastic calculusĀ 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.
UR - https://ijnaa.semnan.ac.ir/article_93.html
L1 - https://ijnaa.semnan.ac.ir/article_93_02491e7cb6d7acdcfb3fa72bd74ec04b.pdf
ER -