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Continuous-time time-varying entropy
Authors:Marc A Peters  Pablo A Iglesias
Affiliation:(1) Department of Electrical and Computer Engineering, The Johns Hopkins University, 21218 Baltimore, Maryland, USA
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 hamilt2 and hamiltinfin, as well as the relationship with the discrete-time entropy.The work of P. A. Iglesias was supported in part by the National Science Foundation, under Contract ECS-9309387.
Keywords:Continuous-time time-varying systems  Spectral factorization  Entropy  hamilt2" target="_blank">gif" alt="hamilt" align="MIDDLE" BORDER="0">2  hamiltgif" alt="hamilt" align="MIDDLE" BORDER="0">infin" target="_blank">gif" alt="infin" align="MIDDLE" BORDER="0">
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