Some theoretical results on fractional-order continuous information measures

By rewriting the differential entropy in a form of a differ-integral function’s limit, and deforming the ordinary derivative to a fractional-order one, we derive in this paper a novel generalized fractional-order differential entropy along with its related information measures. When the order of fractional differentiation α → 1, the ordinary Shannon’s differential entropy is recovered, which corresponds to the results from first-order ordinary differentiation.