The kullback-leibler rate metric for comparing dynamical systems

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2009, Pages 8363-8368

  Yu, Sun ^a   Mehta, Prashant G ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FORECASTING; INFORMATION THEORY;

KULLBACK LEIBLER DIVERGENCE; KULLBACK-LEIBLER; PREDICTION ERRORS; PREDICTION PROBLEM;

DYNAMICAL SYSTEMS;

EID: 77950814049     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2009.5399552     Document Type: Conference Paper

References (11)

1. T. T. Georgiou, "Distances and Riemannian metrics for spectral density functions," IEEE Trans. on Signal Processing, vol.55, no.8, pp. 3995-4003, August 2007.
2. - , "An intrinsic metric for power spectral density functions," IEEE Signal Processing Letters, vol.14, no.8, pp. 561-563, 2007.
3. J. Baillieul and P. Antsaklis, "Control and communication challenges in networked real-time systems," Proceedings of the IEEE, vol.95, no.1, pp. 9-28, 2007.
4. T. M. Cover and J. A. Thomas, Elements of Information Theory,3rd Edition, ser. Wiley Series in Telecommunications. New York: Wiley Interscience, 2005.
5. A. Papoulis, Probability, Random Variables, and Stochastic Processes. New York: McGraw-Hill, 1984.
6. G. Zang and P. A. Iglesias, "Nonlinear extension of Bode's integral based on an information theoretic interpretation," Systems and Control Letters, vol.50, pp. 11-29, 2003.
7. N. C. Martins and M. A. Dahleh, "Feedback control in the presence of noisy channels: "Bode-like" fundamental limitations of performance," IEEE Transactions on Automatic Control, vol.52, no.7, pp. 1604-1615, 2008.
8. Y. Sun and P. G. Mehta, "Fundamental performance limitations via entropy estimates with hidden Markov models," in Procs. of Conference on Decision & Control, New Orleans, 2007, pp. 3982-3988.
9. P. G. Mehta, U. Vaidya, and A. Banaszuk, "Markov chains, entropy, and fundamental limitations in nonlinear stabilization," IEEE Transaction on Automatic Control, vol.53, no.3, pp. 784-791, 2008.
10. T. Kailath, A. H. Sayed, and B.Hassibi, Linear Estimation. Prentice Hall, 2000.
11. A. Banaszuk, P. G. Mehta, C. Jacobson, and A. I. Khibnik, "Fundamental limitations in control of combustion processes," IEEE Control Systems Technology, vol.14, no.5, pp. 881-895, 2006.