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arXiv:1506.07653 · Australian Control Conference

Weyl variations and local sufficiency of linear observers in the mean square optimal coherent quantum filtering problem

Igor G. Vladimirov

Published Jun 25, 2015• 7 citations
arXivHTMLPDF

Abstract

This paper is concerned with the coherent quantum filtering (CQF) problem, where a quantum observer is cascaded in a measurement-free fashion with a linear quantum plant so as to minimize a mean square error of estimating the plant variables of interest. Both systems are governed by Markovian Hudson-Parthasarathy quantum stochastic differential equations driven by bosonic fields in vacuum state. These quantum dynamics are specified by the Hamiltonians and system-field coupling operators. We apply a recently proposed transverse Hamiltonian variational method to the development of first-order necessary conditions of optimality for the CQF problem in a larger class of observers. The latter is obtained by perturbing the Hamiltonian and system-field coupling operators of a linear coherent quantum observer along linear combinations of unitary Weyl operators, whose role here resembles that of the needle variations in the Pontryagin minimum principle. We show that if the observer is a stationary point of the performance functional in the class of linear observers, then it is also a stationary point with respect to the Weyl variations in the larger class of nonlinear observers.

DOI
10.48550/arxiv.1506.07653

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This paper is concerned with the coherent quantum filtering (CQF) problem, where a quantum observer is cascaded in a measurement-free fashion with a linear quantum plant so as to minimize a mean square error of estimating the plant variables of interest. Both systems are governed by Markovian Hudson-Parthasarathy quantum stochastic differential equations driven by bosonic fields in vacuum state. These quantum dynamics are specified by the Hamiltonians and system-field coupling operators. We apply a recently proposed transverse Hamiltonian variational method to the development of first-order necessary conditions of optimality for the CQF problem in a larger class of observers. The latter is obtained by perturbing the Hamiltonian and system-field coupling operators of a linear coherent quantum observer along linear combinations of unitary Weyl operators, whose role here resembles that of the needle variations in the Pontryagin minimum principle. We show that if the observer is a stationary point of the performance functional in the class of linear observers, then it is also a stationary point with respect to the Weyl variations in the larger class of nonlinear observers.
This paper is concerned with variational methods for open quantum systems with Markovian dynamics governed by Hudson-Parthasarathy quantum stochastic differential equations. These QSDEs are driven by quantum Wiener processes of the external bosonic fields and are specified by the system Hamiltonian and system-field coupling operators. We consider the system response to perturbations in these operators and introduce a transverse Hamiltonian which encodes the propagation of the perturbations through the unitary system-field evolution. This approach provides an infinitesimal perturbation analysis tool which can be used for the development of optimality conditions in quantum control and filtering problems. As performance criteria, such settings employ quadratic (or more complicated) cost functionals of the system and field variables to be minimized over the energy and coupling parameters of system interconnections. We demonstrate an application of the transverse Hamiltonian variational approach to a mean square optimal coherent quantum filtering problem for a measurement-free field-mediated cascade connection of a quantum system with a quantum observer.
This paper is concerned with variational methods for nonlinear open quantum systems with Markovian dynamics governed by Hudson-Parthasarathy quantum stochastic differential equations. The latter are driven by quantum Wiener processes of the external boson fields and are specified by the system Hamiltonian and system-field coupling operators. We consider the system response to perturbations of these energy operators and introduce a transverse Hamiltonian which encodes the propagation of the perturbations through the unitary system-field evolution. This provides a tool for the infinitesimal perturbation analysis and development of optimality conditions for coherent quantum control problems. We apply the transverse Hamiltonian variational technique to a mean square optimal coherent quantum filtering problem for a measurement-free cascade connection of quantum systems.
This paper is concerned with quantum harmonic oscillators consisting of a quantum plant and a directly coupled coherent quantum observer. We employ discounted quadratic performance criteria in the form of exponentially weighted time averages of second-order moments of the system variables. Small-gain-theorem bounds are obtained for the back-action of the observer on the covariance dynamics of the plant in terms of the plant-observer coupling. A coherent quantum filtering (CQF) problem is formulated as the minimization of the discounted mean square of an estimation error, with which the dynamic variables of the observer approximate those of the plant. The cost functional also involves a quadratic penalty on the plant-observer coupling matrix in order to mitigate the back-action effect. For the discounted mean square optimal CQF problem with penalized back-action, we establish first-order necessary conditions of optimality in the form of algebraic matrix equations. By using the Hamiltonian structure of the Heisenberg dynamics and Lie-algebraic techniques, this set of equations is represented in a more explicit form for equally dimensioned plant and observer. For a class of such observers with autonomous estimation error dynamics, we obtain a solution of the CQF problem and outline a homotopy method. The computation of the performance criteria and the observer synthesis are illustrated by numerical examples.
The paper is concerned with a problem of coherent (measurement-free) filtering for physically realizable (PR) linear quantum plants. The state variables of such systems satisfy canonical commutation relations and are governed by linear quantum stochastic differential equations, dynamically equivalent to those of an open quantum harmonic oscillator. The problem is to design another PR quantum system, connected unilaterally to the output of the plant and playing the role of a quantum filter, so as to minimize a mean square discrepancy between the dynamic variables of the plant and the output of the filter. This coherent quantum filtering (CQF) formulation is a simplified feedback-free version of the coherent quantum LQG control problem which remains open despite recent studies. The CQF problem is transformed into a constrained covariance control problem which is treated by using the Frechet differentiation of an appropriate Lagrange function with respect to the matrices of the filter.
This paper is concerned with quantum harmonic oscillators consisting of a quantum plant and a directly coupled coherent quantum observer. We employ discounted quadratic performance criteria in the form of exponentially weighted time averages of second-order moments of the system variables. A coherent quantum filtering (CQF) problem is formulated as the minimization of the discounted mean square of an estimation error, with which the dynamic variables of the observer approximate those of the plant. The cost functional also involves a quadratic penalty on the plant-observer coupling matrix in order to mitigate the back-action of the observer on the covariance dynamics of the plant. For the discounted mean square optimal CQF problem with penalized back-action, we establish first-order necessary conditions of optimality in the form of algebraic matrix equations. By using the Hamiltonian structure of the Heisenberg dynamics and related Liealgebraic techniques, we represent this set of equations in a more explicit form in the case of equally dimensioned plant and observer.
The paper is concerned with the coherent quantum Linear Quadratic Gaussian (CQLQG) control problem for time-varying quantum plants governed by linear quantum stochastic differential equations over a bounded time interval. A controller is sought among quantum linear systems satisfying physical realizability (PR) conditions. The latter describe the dynamic equivalence of the system to an open quantum harmonic oscillator and relate its state-space matrices to the free Hamiltonian, coupling and scattering operators of the oscillator. Using the Hamiltonian parameterization of PR controllers, the CQLQG problem is recast into an optimal control problem for a deterministic system governed by a differential Lyapunov equation. The state of this subsidiary system is the symmetric part of the quantum covariance matrix of the plant-controller state vector. The resulting covariance control problem is treated using dynamic programming and Pontryagin's minimum principle. The associated Hamilton-Jacobi-Bellman equation for the minimum cost function involves Frechet differentiation with respect to matrix-valued variables. The gain matrices of the CQLQG optimal controller are shown to satisfy a quasi-separation property as a weaker quantum counterpart of the filtering/control decomposition of classical LQG controllers.