Abstract
An hereditary linear "observation operator" ℓ gives at instant t an image y(t) of the state x of a dynamical differential linear system whose initial state is known only through a probability distribution with information entropy Hx(to). The information entropy Hy(t) of the probability distribution of y(t) is equal to Hx(to) plus a "dynamical gain fo information entropy" and an "observational gain of information entropy". The dynamical gain involves the trace of the evolution matrix of the system. The observational gain involves ℓ and the fundamental matrix of the system. Special cases are presented, one involving a "generalized Laplace transform with matrix argument".
References
Vallée R. (1951) Sur deux classes d'"opérateurs d'observation", Comptes Rendus de l'Académie des Sciences (Paris), t.233, p.1350.
Jaynes E.T.(1968) Prior probabilities, IEEE Transactions on Systems Science and Cybernetics, 4, p.116.
Vallée R. (1978) Un aspect de l'analyse de la régulation: l'actualisation des chroniques multidimensionnelles, Economie Appliquée, t.31, n.3–4, p. 451.
Vallée R. (1982a) Generalized Laplace transform with matrix argument, actualization and systems theory, Systems Science, vol.8, n.4, p.63 and International Congress on Systems Science, Wrocław, 1977.
Vallée R. (1982b) Evolution of a dynamical linear system with random initial conditions, in "Cybernetics and Systems Research", vol.12, p.163, North Holland Publishing Company.
Jumarie G. (1985) On the use of invariance properties in observation theory. Application to fuzziness and information, Cybernetica, vol.28, n.3, p.175.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1987 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Vallée, R. (1987). Information entropy and state observation of a dynamical system. In: Bouchon, B., Yager, R.R. (eds) Uncertainty in Knowledge-Based Systems. IPMU 1986. Lecture Notes in Computer Science, vol 286. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-18579-8_38
Download citation
DOI: https://doi.org/10.1007/3-540-18579-8_38
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-18579-6
Online ISBN: 978-3-540-48020-4
eBook Packages: Springer Book Archive