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Theory of Probability and Its Applications

Quantum Diffusion, Measurement and Filtering I

V. P. Belavkin

Published Dec 1, 1994• 55 citations
Publisher

Abstract

A brief presentation is given of the basic concepts in quantum probability theory in analogy to the classical ones, as well as the necessary information about noncommutative stochastic integration and its explicit representation in the Fock space. Algebraic differential relations that define quantum diffusion motion with nondemolition observation are derived. In the Markov case we obtain the stochastic equation of quantum diffusion filtering which is analogous to the Zakai equation of classical nonlinear filtering. A quantum linear stochastic model with continuous observation is given for which this equation is reduced to a linear stochastic quantum filtering equation of Kalman-Busi type and to the operator Riccati equation. We also consider an example of observing the coordinate of a free quantum particle, for which the solution of a stationary quantum filtering problem is obtained.

DOI
10.1137/1138061

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A brief presentation is given of the basic concepts in quantum probability theory in analogy to the classical ones, as well as the necessary information about noncommutative stochastic integration and its explicit representation in the Fock space. Algebraic differential relations that define quantum diffusion motion with nondemolition observation are derived. In the Markov case we obtain the stochastic equation of quantum diffusion filtering which is analogous to the Zakai equation of classical nonlinear filtering. A quantum linear stochastic model with continuous observation is given for which this equation is reduced to a linear stochastic quantum filtering equation of Kalman-Busi type and to the operator Riccati equation. We also consider an example of observing the coordinate of a free quantum particle, for which the solution of a stationary quantum filtering problem is obtained.
A brief presentation of the basic concepts in quantum probability theory is given in comparison to the classical one. The notion of quantum white noise, its explicit representation in Fock space, and necessary results of noncommutative stochastic analysis and integration are outlined. Algebraic differential equations that unify the quantum non Markovian diffusion with continuous non demolition observation are derived. A stochastic equation of quantum diffusion filtering generalising the classical Markov filtering equation to the quantum flows over arbitrary *-algebra is obtained. A Gaussian quantum diffusion with one dimensional continuous observation is considered.The a posteriori quantum state difusion in this case is reduced to a linear quantum stochastic filter equation of Kalman-Bucy type and to the operator Riccati equation for quantum correlations. An example of continuous nondemolition observation of the coordinate of a free quantum particle is considered, describing a continuous collase to the stationary solution of the linear quantum filtering problem found in the paper.
Abstract. We give an explicit axiomatic formulation of the quantum measurement theory which is free of the projection postulate. It is based on the generalized nondemolition principle applicable also to the unsharp, continuous– spectrum and continuous-in-time observations. The “collapsed state–vector” after the “objectification ” is simply treated as a random vector of the a posteriori state given by the quantum filtering, i.e., the conditioning of the a priori induced state on the corresponding reduced algebra. The nonlinear phenomenological equation of “continuous spontaneous localization ” has been derived from the Schrödinger equation as a case of the quantum filtering equation for the diffusive nondemolition measurement. The quantum theory of measurement and filtering suggests also another type of the stochastic equation for the dynamical theory of continuous reduction, corresponding to the counting nondemolition measurement, which is more relevant for the quantum experiments. 1. The status of quantum measurement theory
A quantum stochastic model for an open dynamical system (quantum receiver) and output multi-channel of observation with an additive nonvacuum quantum noise is given. A quantum stochastic Master equation for the corresponding instrument is derived and quantum stochastic filtering equations both for the Heisenberg operators and the reduced density matrix of the system under the nondemolition observation are found. Thus the dynamical problem of quantum filtering is generalized for a noncommutative output process, and a quantum stochastic model and optimal filtering equation for the dynamical estimation of an input Markovian process is found. The results are illustrated on an example of optimal estimation of an input Gaussian diffusion signal, an unknown gravitational force say in a quantum optical or Weber's antenna for detection and filtering a gravitational waves.
The theory of measurements continuous in time in quantum mechanics (quantum continual measurements) has been formulated by using the notions of instrument and positive operator valued measure, functional integrals, quantum stochastic differential equations and classical stochastic differential equations (SDE's). Various types of SDE's are involved, and precisely linear and non linear equations for vectors in Hilbert spaces and for trace-class operators. All such equations contain either a diffusive part, or a jump one, or both. In this paper we introduce a class of linear SDE's for trace-class operators, relevant to the theory of continual measurements, and we recall how such SDE's are related to instruments and master equations and, so, to the general formulation of quantum mechanics. We do not present the Hilbert space formulation of such SDE's and we make some mathematical simplifications: no time dependence is introduced into the coefficients and only bounded operators on the Hilbert space of the quantum system are considered. Then we introduce the notion of a posteriori state and the non linear SDE satisfied by such states and we give conditions from which such equation is assured to preserve pure states and to send any mixed state into a pure one for large times. Finally we review the known results about the existence and uniqueness of invariant measures in the purely diffusive case and we give some concrete examples of physical systems.
A note on Meyer's note.- Stochastic integration.- Quantum stochastic parallel transport on non-commutative vector bundles.- Input and output channels in quantum systems and quantum stochastic differential equations.- Some noncommutative Radon-Nikodym Theorems for von Neumann algebras.- Multidimensional quantum diffusions.- An application of de finetti's theorem.- The quantum Langevin equation from the independent-oscillator model.- Quantum poisson processes: Physical motivations and applications.- A noncommutative generalization of conditionally positive definite functions.- Contraction semigroups in L2 over a von neumann algebra.- Survey on a theory of non-commutative stationary markov processes.- Dynamical entropy for quantum systems.- An integral kernel approach to noise.- A note on shifts and cocycles.- Local measures in fock space stochastic calculus and a generalized ito-tanaka formula.- Representation of a class of quantum martingales II.- Conditional expectation in quantum probability.- Mutual quadratic variation and ito's table in quantum stochastic calculus.- On mixing properties of automorphisms of von neumann algebras related to measure space transformations.- First exit time: A theory of stopping times in quantum processes.- A central limit theorem on the free lie group.- Entropy, observability and the generalised second law of thermodynamics.- Remarks on asymptotic properties of groups of the bogoliubov transformations of car c*-algebras.- Linear and non-linear stochastic processes.- Detailed balance and critical slowing down.- Quantum martingales and stochastic integrals.
These notes are intended as an introduction to noncommutative (quantum) filtering theory. An introduction to quantum probability theory is given, focusing on the spectral theorem and the conditional expectation as the least squares estimate, and culminating in the construction of Wiener and Poisson processes on the Fock space. Next we describe the Hudson-Parthasarathy quantum Ito calculus and its use in the modelling of physical systems. Finally, we use a reference probability method to obtain quantum filtering equations, in the Belavkin-Zakai (unnormalized) form, for several system-observation models from quantum optics. The normalized (Belavkin-Kushner-Stratonovich) form is obtained through a noncommutative analogue of the Kallianpur-Striebel formula.