Title :
Information theory within system identification: Revising some approaches
Author :
Chernyshov, K.R.
Author_Institution :
V.A. Trapeznikov Inst. of Control Sci., Moscow, Russia
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;
Conference_Titel :
Industrial Electronics and Applications (ICIEA), 2014 IEEE 9th Conference on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-4799-4316-6
DOI :
10.1109/ICIEA.2014.6931138
