Application of the Kalman-Bucy filter in the stochastic differential equation for the modeling of RL circuit

MaRDI QIDQ5397134zbMATH OpenFDO

Authors

Publication date 19 February 2014

Full work available at URL http://www.ijnaa.semnan.ac.ir/?_action=showPDF&article=93&_ob=02491e7cb6d7acdcfb3fa72bd74ec04b&fileName=full_text.pdf

zbMATH Keywords

stochastic differential equationwhite noiseKalman-Bucy filteranalytic solutionIto formula

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Analytic circuit theory (94C05)

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• A stochastic perspective of RL electrical circuit using different noise terms
• On a non-linear electronic circuit filtering
• Stochastic differential equations and application of the Kalman-Bucy filter in the modeling of RC circuit
• On a nonlinear stochastic dynamic circuit using Stratonovich differential
• scientific article; zbMATH DE number 1984178 (Why is no real title available?)
• Estimation of parameters in the state space model of stochastic RL electrical circuit
• Filtering method for linear and non-linear stochastic optimal control of partially observable systems. II

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