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An introduction to quantum filtering

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Authors

Bouten, Luc
Van Handel, Ramon
James, Matthew

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SIAM Publications

Abstract

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 system-probe models from quantum optics.

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Source

Siam Journal on Control and Optimization

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Restricted until

2037-12-31