Menu: Home :: go to Journal :: switch to Russian :: switch to English
You are here: all Journals and Issues→ Journal→ Issue→ Article

OPTIMIZATION PROBLEMS IN THE ENTROPIC MODELING OF GAUSSIAN STOCHASTIC SYSTEMS

Annotation

We reviewed the control problems of a Gaussian stochastic system by using the increase and decrease of its differential entropy. Multivariate Gaussian random variable is used as a mathematical model of a stochastic system.

Keywords

mathematical model; differential entropy; stochastic system; random vector; normal distribution; optimization

Full-text in one file

Download

UDC

519.87 + 519.722 + 519.213

Pages

1489-1492

References

1. Prangishvili I.V. Entropiynye i drugie sistemnye zakonomernosti: Voprosy upravleniya slozhnymi sistemami. M.: Nauka, 2003. 2. Vil'son A.Dzh. Entropiynye metody modelirovaniya slozhnykh sistem. M.: Nauka, 1978. 3. Zverkov O.A., Seliverstov A.V., Lyubetskiy V.A. Usrednennaya entropiya kak kharakteristika konservativnosti uchastkov genoma // Vestnik Tambovskogo universiteta. Seriya Estestvennye i tekhnicheskie nauki. Tambov, 2013. T. 18. Vyp. 5. S. 2529-2531. 4. Klimontovich Yu.L. Vvedenie v fiziku otkrytykh sistem. M.: Yanus-K, 2002. 5. Tyrsin A.N., Sokolova I.S. Entropiyno-veroyatnostnoe modelirovanie gaussovskikh stokhasticheskikh sistem // Matematicheskoe modelirovanie. Moskva, 2012. T. 24. № 1. S. 88-102. 6. Prigozhin I., Kondepudi D. Sovremennaya termodinamika. Ot teplovykh dvigateley do dissipativnykh struktur. M.: Mir, 2002. 7. Sokolova I.S., Tyrsin A.N. Ispol'zovanie entropiyno-veroyatnostnogo modelirovaniya v zadachakh monitoringa i upravleniya slozhnymi sistemami // Sovremennye tekhnologii. Sistemnyy analiz. Modelirovanie. Irkutsk, 2012. № 4. S. 35-39.

Received

2015-05-05

Section of issue

Scientific articles

Для корректной работы сайта используйте один из современных браузеров. Например, Firefox 55, Chrome 60 или более новые.