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Description
  • The paper deals with the estimation of the differential entropy of the probability density function of a stochastic system. A nonparametric entropy estimator based on particles with weights is proposed. The estimator provides asymptotically unbiased estimates. For small number of particles, the bias originates from the difference between the state density and the sampling density. A simulation study is provided. The approach to the differential entropy estimation by particles is a pillar of the fusion problem.
  • The paper deals with the estimation of the differential entropy of the probability density function of a stochastic system. A nonparametric entropy estimator based on particles with weights is proposed. The estimator provides asymptotically unbiased estimates. For small number of particles, the bias originates from the difference between the state density and the sampling density. A simulation study is provided. The approach to the differential entropy estimation by particles is a pillar of the fusion problem. (en)
Title
  • Differential Entropy Estimation by Particles
  • Differential Entropy Estimation by Particles (en)
skos:prefLabel
  • Differential Entropy Estimation by Particles
  • Differential Entropy Estimation by Particles (en)
skos:notation
  • RIV/49777513:23520/11:43898203!RIV12-GA0-23520___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0572), P(GAP103/11/1353), S
http://linked.open...iv/cisloPeriodika
  • 1
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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  • 194584
http://linked.open...ai/riv/idVysledku
  • RIV/49777513:23520/11:43898203
http://linked.open...riv/jazykVysledku
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  • Stochastic systems, Estimation theory, Nonlinear filters, Monte Carlo calculation, Entropy (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • IT - Italská republika
http://linked.open...ontrolniKodProRIV
  • [549DB68C4110]
http://linked.open...i/riv/nazevZdroje
  • IFAC Proceedings Volumes (IFAC-PapersOnline)
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http://linked.open...v/svazekPeriodika
  • 18
http://linked.open...iv/tvurceVysledku
  • Šimandl, Miroslav
  • Ajgl, Jiří
issn
  • 1474-6670
number of pages
http://bibframe.org/vocab/doi
  • 10.3182/20110828-6-IT-1002.01404
http://localhost/t...ganizacniJednotka
  • 23520
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