Evolution of non-stationary processes and some maximum entropy principles

Abstract

This paper studies, by using the speed-gradient principle, the evolution of non-stationary processes in the context of maximization of Varma, weighted Rényi, weighted Varma and Rényi-Tsallis of order α entropies.

Keywords

• non-stationary processes
• maximum entropy principle
• rényi entropy
• varma entropy
• rényi-tsallis entropy
• weighted entropy