Some Results on the Information Loss in Dynamical Systems
Information Theory
2012-02-03 v1 math.IT
Exactly Solvable and Integrable Systems
Abstract
In this work we investigate the information loss in (nonlinear) dynamical input-output systems and provide some general results. In particular, we present an upper bound on the information loss rate, defined as the (non-negative) difference between the entropy rates of the jointly stationary stochastic processes at the input and output of the system. We further introduce a family of systems with vanishing information loss rate. It is shown that not only linear filters belong to that family, but - under certain circumstances - also finite-precision implementations of the latter, which typically consist of nonlinear elements.
Keywords
Cite
@article{arxiv.1106.2404,
title = {Some Results on the Information Loss in Dynamical Systems},
author = {Bernhard C. Geiger and Gernot Kubin},
journal= {arXiv preprint arXiv:1106.2404},
year = {2012}
}
Comments
6 pages, 2 figures, submitted to a conference