IEEE Conference on Decision and Control (CDC)
Pathwise solution of a class of quantum filtering equations
I. Kurniawan, M. R. James
Abstract
The purpose of this paper is to apply Clark's pathwise reformulation of the equations of nonlinear filtering to a class of filtering equations that arise in quantum physics. Specifically, we consider a class of stochastic master equations driven by white noise. We also derive Clark's robust approximation and illustrate the ideas applying them to an imperfectly observed two-level atom continuously monitored by homodyne photodetection.