Physical Review A
Bayesian analysis of nonlinear fluctuating-measurement systems
Masahiro Agu
Abstract
Bayesian analysis of the physical-measurement process is formulated with respect to the physical quantity being subject to the master equation. Here nonlinear dynamics of the measurement system and its own fluctuations are taken into account with the use of a nonlinear Langevin equation. The coupled nonlinear equations of the most probable path and of the variance of the fluctuations around the path are derived with the results of the measurement taken into account. The theory is applied to the measurement in which the field is detected with the use of a cavity resonator or laser amplifier. The minimum uncertainty in the estimate of the most probable path of the field is determined as a function of the variance of the fluctuations of the measurement system itself.