Date: Wed, 26 Jul 2000 01:33:12 -0700 (PDT) From: Kris Kennaway <kris@FreeBSD.org> To: "Jeroen C. van Gelderen" <jeroen@vangelderen.org>, markm@freebsd.org Cc: arch@freebsd.org Subject: Re: Estimating entropy Message-ID: <Pine.BSF.4.21.0007260130220.64909-100000@freefall.freebsd.org> In-Reply-To: <Pine.BSF.4.21.0007252346200.58758-100000@freefall.freebsd.org>
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On Tue, 25 Jul 2000, Kris Kennaway wrote:
> 2) Keep a frequency table and calculate or estimate the shannon entropy
> periodically. This may be feasible if we treat the samples as 8-bit
> sources, as you only have to loop over 256 values and calculate a log_2 of
> the probabilities (although lack of FP in the kernel would complicate
> this)
I was thinking about this on the way home, and we can do a big
optimisation here if we assume that the measurement have a gaussian
distribution (which is probably fairly reasonable for most sources, at
least to a first approximation). In that case we only need to know the
mean and variance of the last n samples (e.g. stored in a circular
buffer), which can be computed incrementally without having to do a full
pass over the entire n samples each time, and the entropy has a simple
closed-form solution.
Kris
--
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-- Charles Forsythe <forsythe@alum.mit.edu>
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