Information theory within system identification: Revising some approaches

Author

Chernyshov, K.R.

Author_Institution

V.A. Trapeznikov Inst. of Control Sci., Moscow, Russia

fYear

2014

fDate

9-11 June 2014

Firstpage

95

Lastpage

100

Abstract

The paper presents methods to analyze approaches concerned with application of information theoretic techniques in such a branch of the control theory as system identification: application of the mutual (Shannon) information and attempts of generalization of the notion of entropy, as well as application of consistent measures of dependence based on the information-theoretic (Kulback-Leibler) divergence in system identification. Ways and methods, both analytical and simulation ones are presented. The paper has been supported by a grant of the Russian Foundation for Basic Researches (RFBR): project 12-08-01205-a.

Keywords

identification; information theory; Kulback-Leibler divergence; Shannon information; control theory; entropy notion; information theory; mutual information; system identification; Correlation; Entropy; Gaussian distribution; Joints; Probability distribution; Standards; System identification; Entropy; Gaussian distributions; Information theory; Integrals; Joint probability; Nonlinear systems; Random variables; Software tools; System Identification;

fLanguage

English

Publisher

ieee

Conference_Titel

Industrial Electronics and Applications (ICIEA), 2014 IEEE 9th Conference on

Conference_Location

Hangzhou

Print_ISBN

978-1-4799-4316-6

Type

conf

DOI

10.1109/ICIEA.2014.6931138

Filename

6931138