Control Theory Tech, Vol. 15, No. 3, pp. 177–192, August 2017
Control Theory and Technology
http://link.springer.com/journal/11768
A phase-space formulation and Gaussian
approximation of the filtering equations for
nonlinear quantum stochastic systems
Igor G. VLADIMIROV
College of Engineering and Computer Science, Australian National University, Canberra, ACT 2601, Australia
Received 31 January 2017; revised 5 May 2017; accepted 5 May 2017
Abstract
This paper is concerned with a filtering problem for a class of nonlinear quantum stochastic systems with multichannel
nondemolition measurements. The system-observation dynamics are governed by a Markovian Hudson-Parthasarathy quantum
stochastic differential equation driven by quantum Wiener processes of bosonic fields in vacuum state. The Hamiltonian and
system-field coupling operators, as functions of the system variables, are assumed to be represented in a Weyl quantization
form. Using the Wigner-Moyal phase-space framework, we obtain a stochastic integro-differential equation for the posterior
quasi-characteristic function (QCF) of the system conditioned on the measurements. This equation is a spatial Fourier domain
representation of the Belavkin-Kushner-Stratonovich stochastic master equation driven by the innovation process associated with
the measurements. We discuss a specific form of the posterior QCF dynamics in the case of linear system-field coupling and
outline a Gaussian approximation of the posterior quantum state.
Keywords: Quantum stochastic system, quantum filtering equation, Gaussian approximation
DOI 10.1007/s11768-017-7012-2
1 Introduction
Estimation of the unknown current state of a stochas-
tic system, based on the past history of a statistically
dependent random process, is the central problem in
the stochastic filtering theory which dates back to the
works of Kolmogorov and Wiener of the 1940s [1,2]. The
performance of state estimators is usually quantified by
mean square values of the estimation errors which have
to be minimized. In the framework of quadratic cost
functionals, optimal estimators are delivered by condi-
tional expectations of the state of the system, condi-
E-mail: igor.g.vladimirov@gmail.com.
This paper is dedicated to Professor Ian R. Petersen on the occasion of his 60th birthday. This work was initiated while the author was with the
UNSW Canberra, Australia, where it was supported by the Australian Research Council, and was completed at the Australian National University
under support of the Air Force Office of Scientific Research (AFOSR) under agreement number FA2386-16-1-4065. A brief version [80] of this
paper was presented at the IEEE 2016 Conference on Norbert Wiener in the 21st Century, 13-15 July 2016, Melbourne, Australia.
© 2017 South China University of Technology, Academy of Mathematics and Systems Science, CAS, and Springer-Verlag Berlin Heidelberg