Detection and measurement of abrupt changes in a process can provide us with important tools for decision making in systems management. In particular, it can be utilised to predict the onset of a sudden event such as a rare, extreme event which causes the abrupt dynamical change in the system. Here, we investigate the prediction capability of information theory by focusing on how sensitive information-geometric theory (information length diagnostics) and entropy-based information theoretical method (information flow) are to abrupt changes. To this end, we utilise a non-autonomous Kramer equation by including a sudden perturbation to the system to mimic the onset of a sudden event and calculate time-dependent probability density functions (PDFs) and various statistical quantities with the help of numerical simulations. We show that information length diagnostics predict the onset of a sudden event better than the information flow. Furthermore, it is explicitly shown that the information flow like any other entropy-based measures has limitations in measuring perturbations which do not affect entropy.
When studying the behaviour of complex dynamical systems, a statistical formulation can provide useful insights. In particular, information geometry is a promising tool for this purpose. In this paper, we investigate the information length for n-dimensional linear autonomous stochastic processes, providing a basic theoretical framework that can be applied to a large set of problems in engineering and physics. A specific application is made to a harmonically bound particle system with the natural oscillation frequency ω, subject to a damping γ and a Gaussian white-noise. We explore how the information length depends on ω and γ, elucidating the role of critical damping γ=2ω in information geometry. Furthermore, in the long time limit, we show that the information length reflects the linear geometry associated with the Gaussian statistics in a linear stochastic process.
This article presents a simple procedure that allows a practical design of fractional –[Formula: see text] controllers for single-input single-output linear time-invariant fractional-order systems subject to a constant time delay. The methodology is based on a geometric approach, which provides practical guidelines to design stabilizing and non-fragile PDμ controllers. The simplicity of the proposed approach is illustrated by considering several numerical examples encountered in the control literature. Moreover, with the aim of showing the performance of the PDμ over a classical PD controller, both controllers were implemented at the end of the article in an experimental test-bench consisting a teleoperated robotic system.
Information processing is common in complex systems, and information geometric theory provides a useful tool to elucidate the characteristics of non-equilibrium processes, such as rare, extreme events, from the perspective of geometry. In particular, their time-evolutions can be viewed by the rate (information rate) at which new information is revealed (a new statistical state is accessed). In this paper, we extend this concept and develop a new information-geometric measure of causality by calculating the effect of one variable on the information rate of the other variable. We apply the proposed causal information rate to the Kramers equation and compare it with the entropy-based causality measure (information flow). Overall, the causal information rate is a sensitive method for identifying causal relations.
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