Analytical Fitting Functions of Finite Sample Discrete Entropiesof White Gaussian Noise

• 作 者: Yang Zhengling Feng Yong Xiong
• 机 构: SchoolofElectricalEngineeringandAutomation,TianjinKeyLaboratoryofProcessMeasurementandControl
• 出 处: 天津大学学报：英文版
• 发表日期: 2015年4期
• 关键词: ENTROPY NON-STATIONARY time series prediction white GAUSSIAN noise SAMPLE size w

In order to find the convergence rate of finite sample discrete entropies of a white Gaussiannoise（WGN）, Brown entropy algorithm is numerically tested.With the increase of sample size, the curves of thesefinite sample discrete entropies are asymptotically