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Mathematics of Control Signals and Systems
Article . 1997 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1997
Data sources: zbMATH Open
DBLP
Article . 2020
Data sources: DBLP
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Continuous-time time-varying entropy

Authors: Marc A. Peters; Pablo A. Iglesias;

Continuous-time time-varying entropy

Abstract

The class of systems considered is of the type \[ (Gw)(t) =\int^t_{-\infty} g(t, \tau) w(\tau) d\tau, \] including systems of the form \(x'= A(t)x +B(t)w\), \(z= C(t)x\), with \(A\) defining an uniformly exponentially stable evolution. The entropy denoted \(E(G,\gamma,t)\) is defined starting from a spectral factorization of \(I-\gamma^{-2} G*G=M*M\) as \[ E(G, \gamma, t) =\lim_{\alpha \to 0} \left(- {\gamma^2 \over 2^\alpha} \ln\text{det} \bigl((\widehat m(t)+ \alpha m(t,t) \bigr)^T \bigl(\widehat m(t)+ \alpha m(t,t) \bigr) \right), \] where \(\widehat m\) and \(m\) appear in the representation \[ (Mw)(t) =\widehat m(t) w(t)+ \int^t_{-\infty} m(t,\tau) w(\tau) d \tau. \] If the system is given by the state-space realization, then \(E(G, \gamma,t) =\text{trace} (B(t)^T X(t)B(t))\), where \(X\) is the positive semidefinite stabilizing solution to the Riccati equation: \[ X'+ A^TX +XA +\gamma^{-2} XBB^TX +C^T C=0. \] The significant titles of sections are: The Relationship with discrete-time entropy, The entropy of linear time-invariant systems, Relationship between the entropy and the \(H_\infty\)-norm, relationship between the entropy and the \(H_2\) norm, Minimum entropy control.

Related Organizations
Keywords

Riccati equation, Linear systems in control theory, \(H^ \infty\)-control, \(H^\infty\)-control, Control/observation systems with incomplete information, time-varying systems, entropy, Model systems in control theory

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Average
Average
Average
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