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Dynamics of non-stationary nonlinear processes that follow the maximum of differential entropy principle. / Fradkov, A.L.; Shalymov, D.S.

In: Communications in Nonlinear Science and Numerical Simulation, Vol. 29, No. 1-3, 2015, p. 488-498.

Research output: Contribution to journal › Article

Harvard

Fradkov, AL & Shalymov, DS 2015, 'Dynamics of non-stationary nonlinear processes that follow the maximum of differential entropy principle', Communications in Nonlinear Science and Numerical Simulation, vol. 29, no. 1-3, pp. 488-498. https://doi.org/10.1016/j.cnsns.2015.06.001

APA

Fradkov, A. L., & Shalymov, D. S. (2015). Dynamics of non-stationary nonlinear processes that follow the maximum of differential entropy principle. Communications in Nonlinear Science and Numerical Simulation, 29(1-3), 488-498. https://doi.org/10.1016/j.cnsns.2015.06.001

Vancouver

Fradkov AL, Shalymov DS. Dynamics of non-stationary nonlinear processes that follow the maximum of differential entropy principle. Communications in Nonlinear Science and Numerical Simulation. 2015;29(1-3):488-498. https://doi.org/10.1016/j.cnsns.2015.06.001

Author

Fradkov, A.L. ; Shalymov, D.S. / Dynamics of non-stationary nonlinear processes that follow the maximum of differential entropy principle. In: Communications in Nonlinear Science and Numerical Simulation. 2015 ; Vol. 29, No. 1-3. pp. 488-498.

BibTeX

@article{79598a9e2da94e07988c40fda6a3489a,
title = "Dynamics of non-stationary nonlinear processes that follow the maximum of differential entropy principle",
abstract = "Dynamics of non-stationary nonlinear processes that follow the maximum entropy principle (MaxEnt) for continuous probability distributions is considered. A set of equations describing the dynamics of probability density function (pdf) under the mass conservation and the energy conservation constraints is derived. The asymptotic convergence of evolving pdf and convergence of differential entropy are examined. It is shown that for pdfs with compact carrier the limit pdf is unique and coincides with the pdf obtained from Jaynes{\textquoteright}s MaxEnt principle.",
keywords = "Differential entropy, Maximum entropy principle, Speed-gradient principle non-stationary processes, Convergence",
author = "A.L. Fradkov and D.S. Shalymov",
year = "2015",
doi = "10.1016/j.cnsns.2015.06.001",
language = "English",
volume = "29",
pages = "488--498",
journal = "Communications in Nonlinear Science and Numerical Simulation",
issn = "1007-5704",
publisher = "Elsevier",
number = "1-3",

}

RIS

TY - JOUR

T1 - Dynamics of non-stationary nonlinear processes that follow the maximum of differential entropy principle

AU - Fradkov, A.L.

AU - Shalymov, D.S.

PY - 2015

Y1 - 2015

N2 - Dynamics of non-stationary nonlinear processes that follow the maximum entropy principle (MaxEnt) for continuous probability distributions is considered. A set of equations describing the dynamics of probability density function (pdf) under the mass conservation and the energy conservation constraints is derived. The asymptotic convergence of evolving pdf and convergence of differential entropy are examined. It is shown that for pdfs with compact carrier the limit pdf is unique and coincides with the pdf obtained from Jaynes’s MaxEnt principle.

AB - Dynamics of non-stationary nonlinear processes that follow the maximum entropy principle (MaxEnt) for continuous probability distributions is considered. A set of equations describing the dynamics of probability density function (pdf) under the mass conservation and the energy conservation constraints is derived. The asymptotic convergence of evolving pdf and convergence of differential entropy are examined. It is shown that for pdfs with compact carrier the limit pdf is unique and coincides with the pdf obtained from Jaynes’s MaxEnt principle.

KW - Differential entropy

KW - Maximum entropy principle

KW - Speed-gradient principle non-stationary processes

KW - Convergence

U2 - 10.1016/j.cnsns.2015.06.001

DO - 10.1016/j.cnsns.2015.06.001

M3 - Article

VL - 29

SP - 488

EP - 498

JO - Communications in Nonlinear Science and Numerical Simulation

JF - Communications in Nonlinear Science and Numerical Simulation

SN - 1007-5704

IS - 1-3

ER -

ID: 3936954