TY  - JOUR
AB  - Purpose– The purpose of this paper is to analyze the effect of the white, colored and mixture noise perturbations as Gaussian process on the parameters of the RL electrical circuit including potential source and resistance.Design/methodology/approach– By adding different noise terms in the voltage and resistance parameters of an RL electrical circuit, the deterministic model is replaced by a stochastic differential equation (SDE).Findings– Owing to the application of multiple Ito's formula the analytical solutions of resulted SDEs have been obtained. Furthermore, based on a numerical method involving Euler‐Maruyama scheme, the solution of the problem at the point of interest as a continuous time stochastic process has been obtained. Also shown is that the confidence interval for mean of solutions with colored and mixture noises is better than white noise.Practical implications– Numerical tests via Matlab programming are performed in order to show the efficiency and accuracy of the present work. Numerical experiments show that an excellent estimation on the solution can be obtained within a couple of minutes time at Pentium IV‐2.4 GHz PC.Originality/value– It is believed that the stochastic model of an RL circuit with colored and mixture noises in potential source has not been studied before. Furthermore, according to latest information from the research works, two stochastic parameters in voltage and resistance of RL circuit including colored and mixture noise processes have been investigated for the first time in this paper.
VL  - 30
IS  - 2
SN  - 0332-1649
DO  - 10.1108/03321641111101221
UR  - https://doi.org/10.1108/03321641111101221
AU  - Farnoosh Rahman
AU  - Nabati Parisa
AU  - Rezaeyan Ramazan
AU  - Ebrahimi Morteza
PY  - 2011
Y1  - 2011/01/01
TI  - A stochastic perspective of RL electrical circuit using different noise terms
T2  - COMPEL - The international journal for computation and mathematics in electrical and electronic engineering
PB  - Emerald Group Publishing Limited
SP  - 812
EP  - 822
Y2  - 2024/09/18
ER  -