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- The SDE Based Stochastic Analysis of Active Filter
Research Article: | The SDE Based Stochastic Analysis of Active Filter |
Author: | Rawid Banchuin & Roungsan Chaisricharoen |
Email: | rawid.ban@siam.edu |
Department/Faculty: | Graduate Schools of IT, Siam University, Bangkok 10160 |
Published: | In 2019 22nd International Symposium on Wireless Personal Multimedia Communications (WPMC) |
Citation
Banchuin, R. and Chaisricharoen, R. (2019). The SDE based stochastic analysis of active filter. In 2019 22nd International Symposium on Wireless Personal Multimedia Communications (WPMC) (p. 1-4). Lisbon, Portugal: IEEE.
ABSTRACT
In this research, the stochastic behaviors of a very famous active filter i.e. Tow-Thomas biquadratic filter have been analyzed by using a stochastic differential equation approach. Noise in the voltage source applied to the filter has been regarded as white noise. The resulting stochastic differential equation has been solved in the Ito sense where the Euler-Maruyama scheme has been adopted for determining the numerical solution. From the obtained solution, the filter output can be determined and the stochastic behavior of the filter has been analyzed.
Keywords: Active filter, stochastic differential equation, Ito calculus, Tow-Thomas, white noise.
The SDE based stochastic analysis of active filter
Graduate Schools, Siam University, Bangkok, Thailand
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