Evaluating Symmetric Information Gap between Dynamical Systems Using Particle Filter
نویسندگان
چکیده
In this paper we present a new result on evaluating the difference between two dynamical systems. Extending the idea of information theoretic gap developed in [2], we first describe a symmetric version of information gap between dynamical systems. This metric has the advantage of being positive semi-definite and symmetric. A numerical method is developed to compute the symmetric Kullback-Leibler (S-K-L) rate pseudo metric between dynamics systems. This numerical method is based on SIR particle filter and multimodal Gaussian representation of particles is used for approximating the posterior densities. This proposed method is easy to implement and works well for nonlinear systems, as demonstrated via the numerical experiments.
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