Dynamics of the relative entropy minimization processes

Dmitry Shalymov, Alexander Fradkov, Svetlana Liubchich, Boris Sokolov

Research output

3 Citations (Scopus)

Abstract

Dynamics of non-stationary processes that minimize the Kullback–Leibler divergence (follow the minimum of the relative entropy principle) are considered. A set of equations describing the system dynamics under the mass conservation and energy conservation constraints is derived. The existence and uniqueness of solution are established, asymptotic stability of the equilibrium is proved. Equations are derived based on the Speed- Gradient (SG) principle originated in the control theory.

Original languageEnglish
Pages (from-to)80-87
Number of pages8
JournalCybernetics and Physics
Volume6
Issue number2
Publication statusPublished - 30 Sep 2017

Scopus subject areas

  • Signal Processing
  • Physics and Astronomy (miscellaneous)
  • Computer Vision and Pattern Recognition
  • Fluid Flow and Transfer Processes
  • Control and Optimization
  • Artificial Intelligence

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  • Cite this

    Shalymov, D., Fradkov, A., Liubchich, S., & Sokolov, B. (2017). Dynamics of the relative entropy minimization processes. Cybernetics and Physics, 6(2), 80-87.