Epsilon-entropy rate and Bode's sensitivity integral in continuous time systems

摘要

In order to give an information theoretic interpretation to Bode integral of continuous time linear systems, the epsilon-entropy rate is adopted to measure time average uncertainty of continuous time stationary processes. The variety of system sensitivity function defined as the difference between epsilon-entropy rates of disturbance input and system output formulates how does the uncertainty of disturbance transmit through the feedback channel and impact the system performance. This describes the performance limit of disturbance rejection in continuous time systems from the viewpoint of information theory.