Calculating the Spectral Entropy of a Stationary Random Process
- Autores: Belov A.A1, Andrianova O.G1
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Afiliações:
- Trapeznikov Institute of Control Sciences, Russian Academy of Sciences
- Edição: Nº 6 (2024)
- Páginas: 20-26
- Seção: Analysis and Design of Control Systems
- URL: https://journal-vniispk.ru/1819-3161/article/view/286799
- ID: 286799
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Resumo
The problem of calculating the spectral entropy of a stationary random process is solved. The spectral entropy (σ-entropy) of a signal is understood as a scalar value characterizing the noise color; it describes the class of signals affecting a system depending on the band under study. By assumption, the random process is defined by a shaping filter, with the Gaussian white noise with a unit covariance matrix supplied at its input, or by an autocorrelation function. The spectral entropy of the stationary random process is analytically derived using a known mathematical model of the shaping filter in the form of a log-determinant function that depends on the transfer matrix and the observability Gramian of the filter. An algorithm for calculating the σ-entropy of stationary random processes with a known autocorrelation function is proposed. The method reduces to reconstructing the mathematical model of the shaping filter using its spectral density factorization. A numerical example is provided: spectral entropy is calculated for a disturbance describing the velocity of wind gusts that affect an aircraft.
Sobre autores
A. Belov
Trapeznikov Institute of Control Sciences, Russian Academy of Sciences
Email: a.a.belov@inbox.ru
Moscow, Russia
O. Andrianova
Trapeznikov Institute of Control Sciences, Russian Academy of Sciences
Email: andrianovaog@gmail.com
Moscow, Russia
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