An optimization problem from linear filtering with quantum measurements

DOI10.1007/BF01443622MaRDI QIDQ1108253zbMATH OpenFDO

Authors John S. Baras

Publication date 1988

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01443622

zbMATH Keywords

discrete-time vector signal processexistence of optimal linear filtersgeneralized quantum measurementslinear estimationNecessary and sufficient conditions for optimalityquantum mechanical measurements

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Stochastic mechanics (including stochastic electrodynamics) (81P20) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

Review text

The paper studies the linear estimation problem for a discrete-time vector signal process based on quantum mechanical measurements. In the vector case, the well-known quantum mechanical problem of simultaneous measurements arises and the concept of generalized quantum measurements has to be used. The problem consists in the joint optimization of the measurement process and of the signal processing coefficients. Necessary and sufficient conditions for optimality as well as results on the existence of optimal linear filters are provided exploiting a suitable formulation of the given problem as an optimization problem.

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Cited in

(3)

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