噪声的香农熵
φ ( x ) = 1 2 π σ e − x 2 2 σ 2 (1) \varphi \left( x\right) =\frac{1}{\sqrt{2\pi } \sigma } e^{-\frac{x^{2}}{2\sigma^{2} } } \tag 1 φ(x)=2πσ1e−2σ2x2(1)
H ( x ) = − ∫ − ∞ ∞ φ ( x ) log φ ( x ) d x = − ∫ − ∞ ∞ p ( x ) [ log 1 2 π σ exp { − x 2 2 σ 2 } ] d x (2) \begin{array}{ll}H\left( x\right) &=-\int^{\infty }_{-\infty } \varphi \left( x\right) \log \varphi \left( x\right) dx\\ &=-\int^{\infty }_{-\infty } p(x)\left[ \log \frac{1}{\sqrt{2\pi } \sigma } \exp \left\{ -\frac{x^{2}}{2\sigma^{2} } \right\} \right] \mathrm{d} x\\ \end{array}\tag2 H(x)=−∫−∞∞φ(x)logφ(x)dx=−∫−∞∞p(x)[log2πσ1exp{−2σ2x2}]dx(2)
如果取对数的底为e，则
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\begin{aligned}H(X)&=-\int^{\infty }_{-\infty } p(x)\left[ -\ln \sqrt{2\pi } \sigma -\frac{1}{2\sigma^{2} } x^{2}\right] \mathrm{d} x\\ &=\ln \sqrt{2\pi } \sigma +\frac{1}{2\sigma^{2} } \sigma^{2} =\ln \sqrt{2\pi \mathrm{e} } \sigma \end{aligned}
H(X)=−∫−∞∞p(x)[−ln2πσ−2σ21x2]dx=ln2πσ+2σ21σ2=ln2πeσ
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