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An introduction to quantum filtering

Bouten, Luc; Van Handel, Ramon; James, Matthew

Description

This paper provides an introduction to quantum filtering theory. An introduction to quantum probability theory is given, focusing on the spectral theorem and the conditional expectation as a least squares estimate, and culminating in the construction of Wiener and Poisson processes on the Fock space. We describe the quantum Itô calculus and its use in the modeling of physical systems. We use both reference probability and innovations methods to obtain quantum filtering equations for...[Show more]

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
URI: http://hdl.handle.net/1885/39127
Source: Siam Journal on Control and Optimization
DOI: 10.1137/060651239

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