Title
Dynamics of differential entropy maximization process via the Speed Gradient principle
Abstract
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.
Year
Venue
Keywords
2015
Mediterranean Conference on Control and Automation
Differential entropy,maximum entropy (Max-Ent) principle,non-stationary processes,probability density function (pdf),speed-gradient principle
Field
DocType
ISSN
Applied mathematics,Entropy rate,Typical set,Mathematical analysis,Entropy maximization,Control theory,Maximum entropy thermodynamics,Differential entropy,Principle of maximum entropy,Entropy (information theory),Mathematics,Maximum entropy probability distribution
Conference
2325-369X
Citations 
PageRank 
References 
0
0.34
15
Authors
2
Name
Order
Citations
PageRank
Dmitry S. Shalymov162.90
Alexander L. Fradkov245078.94