Article ID Journal Published Year Pages File Type
805256 Probabilistic Engineering Mechanics 2012 10 Pages PDF
Abstract

In the paper, we show how some basic informational quality measures (e.g. the Shannon entropy and the relative entropy/Kullback–Leibler divergence) defined for stochastic dynamical systems change in time and how they depend on the system properties and intensity of random disturbances. First, the Liouvillian systems (when randomness is present in the initial states only) are discussed and then various (linear and nonlinear) systems with random external excitations are treated in detail. Both, general and specific systems are considered, including numerical and graphical illustrations.

Related Topics
Physical Sciences and Engineering Engineering Mechanical Engineering
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