On the relation between the maximum entropy probability density function and the autoregressive model
โ Scribed by Choi, B.
- Book ID
- 117906516
- Publisher
- IEEE
- Year
- 1986
- Weight
- 358 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0096-3518
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๐ SIMILAR VOLUMES
The Maximum Entropy Principle (MEP) maximises the entropy subject to the constraint that the effort remains constant. The Principle of Least Effort (PLE) minimises the effort subject to the constraint that the entropy remains constant. The paper investigates the relation between these two principles
The time evolution of dynamical systems with random initial conditions is considered, by deriving the n th order probability density of the stochastic process which describes the response of the system, and the entropy function related to the said distibution. A constructive theorem is proved, which