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arXiv:1212.5700 · Physical Review A

Bayesian parameter inference from continuously monitored quantum systems

Søren Gammelmark, Klaus Mølmer

Published Mar 25, 2013• 112 citations
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Abstract

We review the introduction of likelihood functions and Fisher information in classical estimation theory, and we show how they can be defined in a very similar manner within quantum measurement theory. We show that the stochastic master equations describing the dynamics of a quantum system subject to a definite set of measurements provides likelihood functions for unknown parameters in the system dynamics, and we show that the estimation error, given by the Fisher information, can be identified by stochastic master equation simulations. For large parameter spaces we describe and illustrate the efficient use of Markov chain Monte Carlo sampling of the likelihood function.

DOI
10.1103/physreva.87.032115

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We review the introduction of likelihood functions and Fisher information in classical estimation theory, and we show how they can be defined in a very similar manner within quantum measurement theory. We show that the stochastic master equations describing the dynamics of a quantum system subject to a definite set of measurements provides likelihood functions for unknown parameters in the system dynamics, and we show that the estimation error, given by the Fisher information, can be identified by stochastic master equation simulations. For large parameter spaces we describe and illustrate the efficient use of Markov chain Monte Carlo sampling of the likelihood function.
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Continuous measurement of quantum systems gives rise to stochastic dynamics of the conditional quantum state, described by diffusive stochastic master equations. In this paper, we study parameter estimation for such equations when the Hamiltonian and measurement operators depend on unknown parameters. Based on multiple independent observed trajectories with a known initial state, we construct a contrast function using the deterministic averaged state and define a maximum contrast estimator for the unknown parameter. We prove strong consistency and asymptotic normality of the parameter estimator in a fixed-time, many-trajectory asymptotic regime. A key point is that the covariance matrix appearing in the asymptotic normality is given in a form that naturally leads to a consistent covariance estimator. This covariance estimator is computable from the observed data together with the deterministic averaged dynamics, so the asymptotic normality result can be used to construct standard errors and assess uncertainty for the parameter estimator.
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In this work, we consider the problem of online (real-time, single-shot) estimation of static or slow-varying parameters along quantum trajectories in quantum dynamical systems. Based on the measurement signal of a continuously monitored quantum system, we propose a recursive algorithm for computing the maximum likelihood (ML) estimate of unknown parameters using an approach based on stochastic gradient ascent on the log-likelihood function. We formulate the algorithm in both discrete-time and continuous-time and illustrate the performance of the algorithm through simulations of a simple two-level system undergoing homodyne measurement from which we are able to track multiple parameters simultaneously.
We consider the problem of estimating an arbitrary dynamical parameter of an open quantum system in the input–output formalism. For irreducible Markov processes, we show that in the limit of large times the system-output state can be approximated by a quantum Gaussian state whose mean is proportional to the unknown parameter. This approximation holds locally in a neighbourhood of size in the parameter space, and provides an explicit expression of the asymptotic quantum Fisher information in terms of the Markov generator. Furthermore we show that additive statistics of the counting and homodyne measurements also satisfy local asymptotic normality and we compute the corresponding classical Fisher informations. The general theory is illustrated with the examples of a two-level system and the atom maser. Our results contribute towards a better understanding of the statistical and probabilistic properties of the output process, with relevance for quantum control engineering, and the theory of non-equilibrium quantum open systems.
We consider the problem of estimating an arbitrary dynamical parameter of an quantum open system in the input-output formalism. For irreducible Markov processes, we show that in the limit of large times the system-output state can be approximated by a quantum Gaussian state whose mean is proportional to the unknown parameter. This approximation holds locally in a neighbourhood of size t−1/2 in the parameter space, and provides an explicit expression of the asymptotic quantum Fisher information in terms of the Markov generator. Furthermore we show that additive statistics of the counting and homodyne measurements also satisfy local asymptotic normality and we compute the corresponding classical Fisher informations. The mathematical theorems are illustrated with the examples of a two-level system and the atom maser. Our results contribute towards a better understanding of the statistical and probabilistic prop-erties of the output process, with relevance for quantum control engineering, and the theory of non-equilibrium quantum open systems. 1