Multi-point Gaussian states, quadratic-exponential cost functionals, and large deviations estimates for linear quantum stochastic systems

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Publication:2019985

DOI10.1007/S00245-018-9512-YzbMATH Open1461.81064arXiv1707.09302OpenAlexW2964340754WikidataQ115608615 ScholiaQ115608615MaRDI QIDQ2019985FDOQ2019985

Matthew R. James, Igor G. Vladimirov, Ian R. Petersen

Publication date: 22 April 2021

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

Abstract: This paper is concerned with risk-sensitive performance analysis for linear quantum stochastic systems interacting with external bosonic fields. We consider a cost functional in the form of the exponential moment of the integral of a quadratic polynomial of the system variables over a bounded time interval. An integro-differential equation is obtained for the time evolution of this quadratic-exponential functional, which is compared with the original quantum risk-sensitive performance criterion employed previously for measurement-based quantum control and filtering problems. Using multi-point Gaussian quantum states for the past history of the system variables and their first four moments, we discuss a quartic approximation of the cost functional and its infinite-horizon asymptotic behaviour. The computation of the asymptotic growth rate of this approximation is reduced to solving two algebraic Lyapunov equations. We also outline further approximations of the cost functional, based on higher-order cumulants and their growth rates, together with large deviations estimates. For comparison, an auxiliary classical Gaussian Markov diffusion process is considered in a complex Euclidean space which reproduces the quantum system variables at the level of covariances but has different higher-order moments relevant to the risk-sensitive criteria. The results of the paper are also demonstrated by a numerical example and may find applications to coherent quantum risk-sensitive control problems, where the plant and controller form a fully quantum closed-loop system, and other settings with nonquadratic cost functionals.


Full work available at URL: https://arxiv.org/abs/1707.09302




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