An analogue of Bode's integral for stable nonlinear systems: relations to entropy

P.A. Iglesias · Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) · 2002

For linear systems, it can be shown that the constraint known as Bode's integral has an information theoretic interpretation in terms of the difference in the entropy rate between the input and output of the system. Using this interpretation as a basis to look at a nonlinear analogue, we show that, for a discrete-time, stable nonlinear system, the difference in entropy rates between input and output is also zero.

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