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)

zbMATH Keywords

linear estimationdiscrete-time vector signal processexistence of optimal linear filtersgeneralized quantum measurementsNecessary and sufficient conditions for optimalityquantum mechanical measurements

Mathematics Subject Classification ID

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

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Cited in

(2)

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