Generalized Moment Problems for Estimation of Spectral Densities and Quantum Channels
Mattia Zorzi, Augusto Ferrante
This thesis is concerned with two generalized moment problems arising in the estimation of stochastic models. Firstly, we consider the THREE approach, introduced by Byrnes Georgiou and Lindquist, for estimating spectral densities. Here, the output covariance matrix of a known bank of filters is used to extract information on the input spectral density which needs to be estimated. The parametrization of the family of spectral densities matching the output covariance is a generalized moment problem. An estimate of the input spectral density is then chosen from this family. The choice criterium is based on the minimization of a suitable divergence index among spectral densities. After the introduction of the THREE-like paradigm, we present a multivariate extension of the Beta divergence for solving the problem. Afterward, we deal with the estimation of the output covariance of the filters bank given a finite-length data generated by the unknown input spectral density. Secondly, we deal with the quantum process tomography. This problem consists in the estimation of a quantum channel which can be thought as the quantum equivalent of the Markov transition matrix in the classical setting. Here, a quantum system prepared in a known pure state is fed to the unknown channel. A measurement of an observable is performed on the output state. The set of the employed pure states and observables represents the experimental setting. Again, the parametrization of the family of quantum channels matching the measurements is a generalized moment problem. The choice criterium for the best estimate in this family is based on the maximization of maximum likelihood functionals. The corresponding estimate, however, may not be unique since the experimental setting is not "rich" enough in many cases of interest. We characterize the minimal experimental setting which guarantees the uniqueness of the estimate. Numerical simulation evidences that experimental settings richer than the minimal one do not lead to better performances
•Jan 21, 2013•0 citations