误差熵的估计问题研究

On Estimation of Error Entropy

  • 摘要: 指出了具有复杂分布的随机量的总体熵的估计问题,首次给出了估计熵的最小截断误差限。推导了样本熵的近似估计公式,引入最优窗宽、全局最优窗宽的算法,首次解决了样本熵的估计值不惟一的问题。

     

    Abstract: It is generally rather difficult to calculate the entropy of a random quantum in complicated distribution,for the truncation error must be considered when an infinite integral is conduced.The expressions of truncation error with integral limit is derived successfully.What is more,the expression for approximately estimating sample entropy is preserced by introducing optimal window-width arithmetic and the overall optimal window-width arithmetic.As a result,the problem of uncertain estimation value of the sample entropy is solved.

     

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