In this paper we present a definition for the entropy for time-varying continuous-time systems. This entropy differs significantly from the entropy for discrete-time systems, which is defined as the memoryless component of the spectral factor of an operator related to the system. Properties of this entropy are discussed, the relationships with ℋ2 and ℋ∞, as well as the relationship with the discrete-time entropy.
- Continuous-time time-varying systems
- Spectral factorization
ASJC Scopus subject areas
- Control and Systems Engineering
- Signal Processing
- Control and Optimization
- Applied Mathematics