| 非线性随机系统之熵分析 |
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| 引用本文： | 田玉楚,徐功仁. 非线性随机系统之熵分析[J]. 华东理工大学学报(自然科学版), 1988, 0(Z1) |
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| 作者姓名： | 田玉楚 徐功仁 |
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| 作者单位： | 华东化工学院系统工程研究室(田玉楚)，华东化工学院系统工程研究室(徐功仁) |
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| 摘 要： | 本文研究一类以It型微积分方程所描述的随机非线性动态系统,借助福克-普朗克方程导出了系统的状态转移概率密度函数之稳态解,并据此分析了系统的熵特性和最小熵参数优化问题。
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| 关 键 词： | 非线性 随机系统 熵 福克-普朗克方程 最佳化 |
Entropy analysis of nonlinear stochastic systems |
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| Tian Yuchu Xu Gongren. Entropy analysis of nonlinear stochastic systems[J]. Journal of East China University of Science and Technology, 1988, 0(Z1) |
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| Authors: | Tian Yuchu Xu Gongren |
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| Affiliation: | Institute of Systems Engineering |
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| Abstract: | In this paper, a class of non-linear stochastic systems described by the equation of It(?) type is studied. The steady transition probability density of the system state is derived with the aid of Fokker-Planck equation. The entropy properties of the system, and the optimization problem in the sense of minimum entropy are analyzed. |
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| Keywords: | non-linear stochastic systems entropy Fokker-Planck equation optimization |
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