Links

DOI

Dynamics of non-stationary processes that follow the MaxEnt principle for differential entropy is considered. A set of equations describing the dynamics of probability density function (pdf) for such processes is proposed. Equations are derived based on the Speed-Gradient principle originated in the control theory. The uniqueness of the limit pdf and asymptotic convergence of pdf are examined under the mass and energy conservation constraints.

Original languageEnglish
Title of host publication2015 23RD MEDITERRANEAN CONFERENCE ON CONTROL AND AUTOMATION (MED)
EditorsJL Martinez, Munoz, J Quevedo, J Morales
PublisherIEEE Canada
Pages434-441
Number of pages8
ISBN (Print)9781479999361
DOIs
StatePublished - 2015
Event23rd Mediterranean Conference on Control and Automation - Torremolinos, Spain
Duration: 16 Jun 2015 → 19 Jun 2015

Publication series

NameMediterranean Conference on Control and Automation
PublisherIEEE
ISSN (Print)2325-369X

Conference

Conference23rd Mediterranean Conference on Control and Automation
Abbreviated titleMED 2015
Country/TerritorySpain
CityTorremolinos
Period16/06/15 → 19/06/15

    Research areas

  • Differential entropy, maximum entropy (Max-Ent) principle, non-stationary processes, probability density function (pdf), speed-gradient principle, MAXIMUM-ENTROPY, INFORMATION-THEORY, CAPACITY, SYSTEMS

ID: 3936912