|Research Article:||The Stochastic Analysis of OTA-C Filter|
|ผู้เขียน/Author:||Asst. Prof. Dr. Rawid Banchuin|
|Department/Faculty:||Graduate School of IT, Siam University, Bangkok 10160|
|Published/แหล่งเผยแพร่:||2019 16th International Conference on Electrical Engineering/Electronics, Computer, Telecommunications and Information Technology (ECTI-CON)|
Banchuin, R., & Chaisricharoen, R. (2019, July). The stochastic analysis of OTA-C Filter. In 2019 16th International Conference on Electrical Engineering/Electronics, Computer, Telecommunications and Information Technology (ECTI-CON) (pp. 175-178). n.p.: IEEE.
In this research, the stochastic analysis of the OTA-C filter has been performed by using a stochastic differential equation based approach where the input voltage noise has been considered as white noise which is a Brownian motion process or Wiener process. The resulting stochastic differential equation has been both analytically and numerically solved in the Ito sense where the Euler-Maruyama scheme has been adopted for determining the numerical solutions. Compared to the conventional sensitivity based approach which is static by nature and the Monte-Carlo simulation which is naturally slow, our stochastic differential equation based approach has been found to be justified due to its dynamicity and speed.
Keywords: Brownian motion process, Stochastic differential equation, Transformer, White noise, Wiener process.
The Stochastic Analysis of OTA-C Filter
Graduate Schools, Siam University, Bangkok, Thailand
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