摘要
熵在描述随机系统的演变、不稳定性、无序性或混乱程度以及信息传递方面起着重要的作用.本文对非高斯噪声驱动的一类耗散动力系统的信息熵演化进行了研究,文中通过线性变换的方法简化了所研究系统的FPK方程,然后根据Shannon信息熵定义推导出了该耗散动力系统随时间演化信息熵的精确表达式,最后分析了非高斯噪声和系统耗散参数对系统信息熵的影响.
Entropy plays an important role in describing the evolution, instability, disorder or confusion and information transmission of stochastic systems. This paper investigated the time derivative of entropy for a dissipative dynamical system driven by non-Gaussian noise. The dimension of Fokker-Planck equation was reduced by the way of linear transformation. Based on the definition of Shannon＇s information entropy, the exact time dependence of the entropy was calculated. The relationship between the properties of non-Gaussian noise and dissipative parameters and their effect on the information entropy were also discussed.
出处
《动力学与控制学报》
2014年第1期92-96,共5页
Journal of Dynamics and Control
基金
国家自然科学基金资助项目(11102132
11002110)~~
