Semnan UniversityInternational Journal of Nonlinear Analysis and Applications2008-68222120110101Application of the Kalman-Bucy filter in the stochastic differential equation for the modeling of RL circuit35419310.22075/ijnaa.2011.93ENR.RezaeyanDepartment of Mathematics, Faculty of Basic Sciences, Islamic Azad University,
Sciences and Research Branch, Tehran, Iran.R.FarnoushDepartment of Mathematics, Faculty of Basic Sciences, Islamic Azad University,
Sciences and Research Branch, Tehran, Iran.E. B.JamkhanehDepartment of Mathematics, Islamic Azad University Ghaemshahr Branch,
Ghaemshahr, Iran.Journal Article20101221In this paper, we present an application of the stochastic calculus<br />to the problem of modeling electrical networks. The filtering problem have an<br />important role in the theory of stochastic differential equations(SDEs). In this<br />article, we present an application of the continuous Kalman-Bucy filter for a RL<br />circuit. The deterministic model of the circuit is replaced by a stochastic model by<br />adding a noise term in the source. The analytic solution of the resulting stochastic<br />integral equations are found using the Ito formula.https://ijnaa.semnan.ac.ir/article_93_02491e7cb6d7acdcfb3fa72bd74ec04b.pdf