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Dynamics of non-stationary nonlinear processes that follow the maximum of differential entropy principle. / Fradkov, A.L.; Shalymov, D.S.
в: Communications in Nonlinear Science and Numerical Simulation, Том 29, № 1-3, 2015, стр. 488-498.Результаты исследований: Научные публикации в периодических изданиях › статья
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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