Unlike related books, this handbook brings together background material, derivations, and applications of differential entropy. The book first reviews probability theory as it enables an understanding of the core building block of entropy. The authors then carefully explain both discrete and differential entropy. They present detailed derivations of differential entropy for numerous probability models, discuss challenges with interpreting and deriving differential entropy, and show how differential entropy varies as a function of the model variance. They also explore the application of differential entropy in several areas.

Joseph V. Michalowicz is a consultant with Sotera Defense Solutions. He retired from the U.S. Naval Research Laboratory as head of the Sensor and Data Processing Section in the Optical Sciences Division. He has published extensively in the areas of mathematical modeling, probability and statistics, signal detection, multispectral infrared sensors, and category theory. He received a Ph.D. in mathematics with a minor in electrical engineering from the Catholic University of America.

Jonathan M. Nichols is a member of the Maritime Sensing Section in the Optical Sciences Division at the U.S. Naval Research Laboratory. His research interests include signal and image processing, parameter estimation, and the modeling and analysis of infrared imaging devices. He received a Ph.D. in mechanical engineering from Duke University.

Frank Bucholtz is head of the Advanced Photonics Section at the U.S. Naval Research Laboratory. He has published in the areas of microwave signal processing and microwave photonics, fiber optic sensors, micro-optical devices, nonlinear dynamics and chaos, hyperspectral imaging systems, and information theory. His current research focuses on optical components for digital communications. He received a Ph.D. in physics from Brown University.

Probability in Brief. The Concept of Entropy. Entropy for Discrete Probability Distributions. Differential Entropies for Probability Distributions. Differential Entropy as a Function of Variance. Applications of Differential Entropy. Appendices. Bibliography.