Estimation of parameters in the state space model of stochastic RL electrical circuit

DOI10.1108/03321641311306141zbMath1282.78040MaRDI QIDQ2842752

Rahman Farnoosh, A. Hajrajabi

Publication date: 16 August 2013

Published in: COMPEL - The international journal for computation and mathematics in electrical and electronic engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/03321641311306141

zbMATH Keywords

parameter estimation; circuits; optimal filtering; state space model; electrical engineering; RL electrical circuit

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

90C15: Stochastic programming

78A48: Composite media; random media in optics and electromagnetic theory

78M50: Optimization problems in optics and electromagnetic theory

78M31: Monte Carlo methods applied to problems in optics and electromagnetic theory

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