Keywords : Stochastic Differential Equation (SDE)
European Journal of Molecular & Clinical Medicine,
2020, Volume 7, Issue 2, Pages 5118-5123
In this research article, an application of continuous Kalman Filtering for an RLC Circuit is presented. In addition of white noise term, the deterministic model of the circuit is changed as stochastic source and the resultant solution is computed using Ito formula, which is the charge of the filtering problem for the RLC circuit.