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相关熵    
相关语句
  correlation entropy
    PARAMETER ESTIMATION FOR ARMA MODEL USING CORRELATION ENTROPY
    利用相关熵估计ARMA模型的参数
短句来源
    According to the concepts of information entropy, tne correlation entropy is used as a quantitative performance index to measure the degree of closeness between the sequences of residues and white noise. The order of AR model fitted to observed data is selected according to the variation of the correlation entropy, and the initial values of the ARMA model parameters are estimated.
    根据信息熵的概念,利用相关熵作为衡量残差序列与白噪声序列逼近程度的一个定量指标,借助于相关熵的变化规律来确定拟合观测序列的AR模型的阶次。
短句来源
  related entropy
    Related Entropy and Its Finiteness Condition
    相关熵及其有限性的条件
短句来源
  related entropy
    Related Entropy and Its Finiteness Condition
    相关熵及其有限性的条件
短句来源
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  correlation entropy
Using experiment rain attenuation data at different rain rate, the correlation entropy and residue error of the system is obtained by system identification method.
      
On the basis of correlation entropy and residue error, we can determine the order of the predication system.
      
  relative entropy
Let (Xn)n∈N be a sequence of arbitrary continuous random variables, by the notion of relative entropy
      
On Density Estimation under Relative Entropy Loss Criterion
      
A density estimation problem under relative entropy loss criterion is considered.
      
We give a proof of the additivity conjecture for a quantum depolarizing channel Φ based on the decreasing property of the relative entropy.
      
Relative entropy as a measure of the degree of mixing in noisy systems
      
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  related entropy
We make use of various entropy functions and the related entropy productions in order to obtain strong enough uniform bounds.
      
We shall find that there are several related entropy concepts in operational statistics.
      
  related entropy
We make use of various entropy functions and the related entropy productions in order to obtain strong enough uniform bounds.
      
We shall find that there are several related entropy concepts in operational statistics.
      
  其他


In this paper a linear method for parameter estimation of ARMA model is proposed. According to the concepts of information entropy, tne correlation entropy is used as a quantitative performance index to measure the degree of closeness between the sequences of residues and white noise. The order of AR model fitted to observed data is selected according to the variation of the correlation entropy, and the initial values of the ARMA model parameters are estimated. These parameters are eventually identified by using...

In this paper a linear method for parameter estimation of ARMA model is proposed. According to the concepts of information entropy, tne correlation entropy is used as a quantitative performance index to measure the degree of closeness between the sequences of residues and white noise. The order of AR model fitted to observed data is selected according to the variation of the correlation entropy, and the initial values of the ARMA model parameters are estimated. These parameters are eventually identified by using simple linear method. Digital simulation for some examples shows that the method proposed is superior to other similar ones.

本文提出估计ARMA模型参数的一种线性方法。根据信息熵的概念,利用相关熵作为衡量残差序列与白噪声序列逼近程度的一个定量指标,借助于相关熵的变化规律来确定拟合观测序列的AR模型的阶次。估计出ARMA模型参数的初值,并运用简单的线性方法实现ARMA模型参数的精估计,数字仿真结果说明此方法优于其他类似的线性估计方法。

In this paper,the properties of related entropy were discussed,the third condition in definition of distance can not be satisfied by related entropy which is used as“distance”in pp density approximation was shown and the condition for triangle inequality was presented.

相关熵的性质进行了讨论 ,证明了在 pp密度逼近中使用的作为“距离”的相关熵不满足距离定义中的第三个条件 ,并给出了三角不等式成立的条件。

 
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