A quantum extended Kalman filter
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extended Kalman filterhomodyne detection and photon countingKalman filterquantum filteringstochastic master equation
Quantum measurement theory, state operations, state preparations (81P15) Open systems, reduced dynamics, master equations, decoherence (81S22) Quantum optics (81V80) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Filtering in stochastic control theory (93E11)
Abstract: A stochastic filter uses a series of measurements over time to produce estimates of unknown variables based on a dynamic model. For a quantum system, such an algorithm is provided by a quantum filter, which is also known as a stochastic master equation (SME). For a linear quantum system subject to linear measurements and Gaussian noise, the quantum filter reduces to a quantum Kalman filter. In this article, we introduce a quantum extended Kalman filter (quantum EKF), which applies a commutative approximation and a time-varying linearization to non-commutative quantum stochastic differential equations (QSDEs). We will show that there are conditions under which a filter similar to the classical EKF can be implemented for quantum systems. The boundedness of estimation errors and the filtering problems with `state-dependent' covariances for process and measurement noises are also discussed. We demonstrate the effectiveness of the quantum EKF by applying it to systems which involve multiple modes, nonlinear Hamiltonians and simultaneous jump-diffusive measurements.
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Cited in
(9)- An exponential quantum projection filter for open quantum systems
- Estimating the angular dynamics of a Fan window stroboscope from noisy quantum image measurements
- Boundary extension methods to quantum signal mean filtering
- An improved quantum projection filter
- Fault tolerant quantum filtering and fault detection for quantum systems
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- Quantum projection filtering
- Weak-force sensing in optomechanical systems with Kalman filtering
- Towards optimal control: the probabilistic route in quantum systems
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