Continuous-time time-varying entropy

Marc A. Peters, Pablo A. Iglesias

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish (US)
Pages (from-to)76-96
Number of pages21
JournalMathematics of Control, Signals, and Systems
Volume10
Issue number1
DOIs
StatePublished - Jan 1 1997

Keywords

  • Continuous-time time-varying systems
  • Entropy
  • Spectral factorization

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Signal Processing
  • Control and Optimization
  • Applied Mathematics

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