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Parameter Estimation, Model Reduction and Quantum Filtering

Bradley A. Chase

Published Aug 8, 2009• 0 citations
OpenAlex

Abstract

This thesis explores the topics of parameter estimation and model reduction in the context of quantum filtering. The last is a mathematically rigorous formulation of continuous quantum measurement, in which a stream of auxiliary quantum systems is used to infer the state of a target quantum system. Fundamental quantum uncertainties appear as noise which corrupts the probe observations and therefore must be filtered in order to extract information about the target system. This is analogous to the classical filtering problem in which techniques of inference are used to process noisy observations of a system in order to estimate its state. Given the clear similarities between the two filtering problems, I devote the beginning of this thesis to a review of classical and quantum probability theory, stochastic calculus and filtering. This allows for a mathematically rigorous and technically adroit presentation of the quantum filtering problem and solution. Given this foundation, I next consider the related problem of quantum parameter estimation, in which one seeks to infer the strength of a parameter that drives the evolution of a probe quantum system. By embedding this problem in the state estimation problem solved by the quantum filter, I present the optimal Bayesian estimator for a parameter when given continuous measurements of the probe system to which it couples. For cases when the probe takes on a finite number of values, I review a set of sufficient conditions for asymptotic convergence of the estimator. For a continuous-valued parameter, I present a computational method called quantum particle filtering for practical estimation of the parameter. Using these methods, I then study the particular problem of atomic magnetometry and review an experimental method for potentially reducing the uncertainty in the estimate of the magnetic field beyond the standard quantum limit. The technique involves double-passing a probe laser field through the atomic system, giving rise to effective non-linearities which enhance the effect of Larmor precession allowing for improved magnetic field estimation. I then turn to the topic of model reduction, which is the search for a reduced computational model of a dynamical system. This is a particularly important task for quantum mechanical systems, whose state grows exponentially in the number of subsystems. In the quantum filtering setting, I study the use of model reduction in developing a feedback controller for continuous-time quantum error correction. By studying the propagation of errors in a noisy quantum memory, I present a computation model which scales polynomially, rather than exponentially, in the number of physical qubits of the system. Although inexact, a feedback controller using this model performs almost indistinguishably from one using the full model. I finally review an exact but polynomial model of collective qubit systems undergoing arbitrary symmetric dynamics which allows for the efficient simulation of spontaneous-emission and related open quantum system phenomenon.

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Parameter Estimation, Model Reduction and Quantum Filtering

Bradley A. Chase

This dissertation explores the topics of parameter estimation and model reduction in the context of quantum filtering. Chapters 2 and 3 provide a review of classical and quantum probability theory, stochastic calculus and filtering. Chapter 4 studies the problem of quantum parameter estimation and introduces the quantum particle filter as a practical computational method for parameter estimation via continuous measurement. Chapter 5 applies these techniques in magnetometry and studies the estimator's uncertainty scalings in a double-pass atomic magnetometer. Chapter 6 presents an efficient feedback controller for continuous-time quantum error correction. Chapter 7 presents an exact model of symmetric processes of collective qubit systems.

arXiv:0908.1200•Aug 8, 2009•2 citations

Quantum Model Reduction for Continuous-Time Quantum Filters

Tommaso Grigoletto, Clément Pellegrini, Francesco Ticozzi

Abstract The use of quantum stochastic models is widespread in dynamical reduction, simulation of open systems, feedback control and adaptive estimation. In many applications only part of the information contained in the filter’s state is actually needed to reconstruct the target observable quantities; thus, filters of smaller dimensions could be in principle implemented to perform the same task. In this work, we propose a systematic method to find, when possible, reduced-order quantum filters that are capable of exactly reproducing the evolution of expectation values of interest. In contrast with existing reduction techniques, the reduced model we obtain is exact and in the form of a Belavkin filtering equation, ensuring physical interpretability. This is attained by leveraging tools from the theory of both minimal realization and non-commutative conditional expectations. The proposed procedure is tested on prototypical examples, laying the groundwork for applications in quantum trajectory simulation and quantum feedback control.

arXiv:2501.13885•Annales Henri Poincaré•Sep 17, 2025•2 citations

Review of the Applications of Kalman Filtering in Quantum Systems

Kezhao Ma, Jia Kong, Yihan Wang +1 more

State variable and parameter estimations are important for signal sensing and feedback control in both traditional engineering systems and quantum systems. The Kalman filter, which is one of the most popular signal recovery techniques in classical systems for decades, has now been connected to the stochastic master equations of linear quantum mechanical systems. Various studies have invested effort on mapping the state evolution of a quantum system into a set of classical filtering equations. However, establishing proper evolution models with symmetry to classical filter equation for quantum systems is not easy. Here, we review works that have successfully built a Kalman filter model for quantum systems and provide an improved method for optimal estimations. We also discuss a practical scenario involving magnetic field estimations in quantum systems, where non-linear Kalman filters could be considered an estimation solution.

Symmetry•Nov 22, 2022•13 citations

A Discrete Invitation to Quantum Filtering and Feedback Control

Luc Bouten, Ramon van Handel, M. R. James

The engineering and control of devices at the quantum mechanical level—such as those consisting of small numbers of atoms and photons—is a delicate business. The fundamental uncertainty that is inherently present at this scale manifests itself in the unavoidable presence of noise, making this a novel field of application for stochastic estimation and control theory. In this expository paper we demonstrate estimation and feedback control of quantum mechanical systems in what is essentially a noncommutative version of the binomial model that is popular in mathematical finance. The model is extremely rich and allows a full development of the theory while remaining completely within the setting of finite-dimensional Hilbert spaces (thus avoiding the technical complications of the continuous theory). We introduce discretized models of an atom in interaction with the electromagnetic field, obtain filtering equations for photon counting and homodyne detection, and solve a stochastic control problem using dynamic programming and Lyapunov function methods.

arXiv:math/0606118•SIAM Review•May 1, 2009•89 citations

Estimation, control, and relaxation in quantum systems

Riddhi Ghosh

This thesis presents a collection of projects spanning different sub-fields of quantum science, undertaken with the goal of understanding and advancing quantum technologies. Broadly, it can be divided into two thematic parts — parameter estimation and open system dynamics. Each project addresses inverse and ill-posed problems in Physics, which lie at the heart of developing robust and scalable quantum devices.A central theme in quantum technology is the challenge of inference of microscopic system parameters from limited, indirect observations. The first part of the thesis investigates this through the problem of Hamiltonian reconstruction via local measurements. Indirect estimation of couplings in quantum systems relies on the measurement of the spectrum and the overlap of eigenvectors with some reference state. For a one-dimensional chain, this data can be obtained by local measurement on one end of the chain, thereby reducing the need for full Hamiltonian tomography. Information about couplings is extracted from the temporal data obtained by measuring the expectation values of the time evolution 𝑒−𝑖𝐻𝑡 for a reference state. In Chapter 3, we analyze the robustness of this estimation scheme under perturbations arising from beyond nearest neighbour interactions. We show that the error scales linearly with the strength of such interactions and on average, the error increases with the distance of interaction between sites.Chapter 4 examines whether coupling information can be extracted from local thermal measurements, using expectation values of the Gibbs state at varying temperatures rather than temporal data. We develop a procedure to obtain the coefficients of the Taylor expansion of these expectation values and relate them to the Hamiltonian parameters. For very small chains, this mapping can be carried out analytically, while for larger systems it reveals the algebraic structure that links local measurements to the underlying couplings and highlights the trade-offs between measurement resources, numerical stability, and identifiability. The analysis also clarifies how additional local fields or self-interaction terms enhance the information content of thermal data, suggesting a role for local thermal probes as practical tools for Hamiltonian verification and parameter estimation.Building on the ideas of controlling and inferring information about a quantum system, we now turn to active intervention through adaptive measurement. In Chapter 5, we develop a process tensor driven procedure for cooling the spin bath that is coupled to a nitrogen vacancy (NV) center in diamond. By modeling the sequence of intermediate quantum instruments acting on a correlated system-environment process, we optimize a pair of completely positive (CP) maps to maximize the population in a lower-energy state. Unlike existing approaches that rely solely on positive operator valued measures (POVMs), our method encompasses a broader class of CP maps, including adaptive feed-forward and mixed operations. We explicitly account for initial correlation between system and environment and distinguish between the controllable and uncontrollable parts of the dynamics. Our framework supports non-Markovian operations and benchmarks them against optimal Markovian strategies. The optimization is performed via Semi-definite Programming (SDP), ensuring global optimality. We also assess robustness to Hamiltonian noise and provide a proposal for implementation using NV center in diamonds.Finally, Chapter 6 explore the relaxation dynamics of topological qubits, focusing on a tetron qubit formed from two uncoupled Kitaev chains coupled to a finite fermionic bath. Using the correlation matrix formalism for purely quadratic couplings, we show that the relaxation is fundamentally independent of temperature when either the bath is large, or the zero-mode energy of the system is close to zero. This challenges a key assumption in the field that cooling enhances coherence. Interestingly, we find that introducing glassy disorder into the system slows down relaxation, offering a potential route to prolong qubit lifetimes.Collectively, these studies form a coherent narrative around extraction, control and utilization of quantum information under fundamental constraints. By tackling such inverse and often ill-posed problems, this thesis contributes new tools and insights essential for the realization of future quantum technologies.

•Dec 22, 2025•0 citations

Single-shot parameter estimation via continuous quantum measurement

Bradley A. Chase, J. M. Geremia

We present filtering equations for single-shot parameter estimation using continuous quantum measurement. By embedding parameter estimation in the standard quantum filtering formalism, we derive the optimal Bayesian filter for cases when the parameter takes on a finite range of values. Leveraging recent convergence results [R. van Handel, e-print arXiv:0709.2216], we give a condition which determines the asymptotic convergence of the estimator. For cases when the parameter is continuous valued, we develop quantum particle filters as a practical computational method for quantum parameter estimation.

arXiv:0811.0601•Physical Review A•Feb 12, 2009•52 citations
This thesis explores the topics of parameter estimation and model reduction in the context of quantum filtering. The last is a mathematically rigorous formulation of continuous quantum measurement, in which a stream of auxiliary quantum systems is used to infer the state of a target quantum system. Fundamental quantum uncertainties appear as noise which corrupts the probe observations and therefore must be filtered in order to extract information about the target system. This is analogous to the classical filtering problem in which techniques of inference are used to process noisy observations of a system in order to estimate its state. Given the clear similarities between the two filtering problems, I devote the beginning of this thesis to a review of classical and quantum probability theory, stochastic calculus and filtering. This allows for a mathematically rigorous and technically adroit presentation of the quantum filtering problem and solution. Given this foundation, I next consider the related problem of quantum parameter estimation, in which one seeks to infer the strength of a parameter that drives the evolution of a probe quantum system. By embedding this problem in the state estimation problem solved by the quantum filter, I present the optimal Bayesian estimator for a parameter when given continuous measurements of the probe system to which it couples. For cases when the probe takes on a finite number of values, I review a set of sufficient conditions for asymptotic convergence of the estimator. For a continuous-valued parameter, I present a computational method called quantum particle filtering for practical estimation of the parameter. Using these methods, I then study the particular problem of atomic magnetometry and review an experimental method for potentially reducing the uncertainty in the estimate of the magnetic field beyond the standard quantum limit. The technique involves double-passing a probe laser field through the atomic system, giving rise to effective non-linearities which enhance the effect of Larmor precession allowing for improved magnetic field estimation. I then turn to the topic of model reduction, which is the search for a reduced computational model of a dynamical system. This is a particularly important task for quantum mechanical systems, whose state grows exponentially in the number of subsystems. In the quantum filtering setting, I study the use of model reduction in developing a feedback controller for continuous-time quantum error correction. By studying the propagation of errors in a noisy quantum memory, I present a computation model which scales polynomially, rather than exponentially, in the number of physical qubits of the system. Although inexact, a feedback controller using this model performs almost indistinguishably from one using the full model. I finally review an exact but polynomial model of collective qubit systems undergoing arbitrary symmetric dynamics which allows for the efficient simulation of spontaneous-emission and related open quantum system phenomenon.
This dissertation explores the topics of parameter estimation and model reduction in the context of quantum filtering. Chapters 2 and 3 provide a review of classical and quantum probability theory, stochastic calculus and filtering. Chapter 4 studies the problem of quantum parameter estimation and introduces the quantum particle filter as a practical computational method for parameter estimation via continuous measurement. Chapter 5 applies these techniques in magnetometry and studies the estimator's uncertainty scalings in a double-pass atomic magnetometer. Chapter 6 presents an efficient feedback controller for continuous-time quantum error correction. Chapter 7 presents an exact model of symmetric processes of collective qubit systems.
Abstract The use of quantum stochastic models is widespread in dynamical reduction, simulation of open systems, feedback control and adaptive estimation. In many applications only part of the information contained in the filter’s state is actually needed to reconstruct the target observable quantities; thus, filters of smaller dimensions could be in principle implemented to perform the same task. In this work, we propose a systematic method to find, when possible, reduced-order quantum filters that are capable of exactly reproducing the evolution of expectation values of interest. In contrast with existing reduction techniques, the reduced model we obtain is exact and in the form of a Belavkin filtering equation, ensuring physical interpretability. This is attained by leveraging tools from the theory of both minimal realization and non-commutative conditional expectations. The proposed procedure is tested on prototypical examples, laying the groundwork for applications in quantum trajectory simulation and quantum feedback control.
State variable and parameter estimations are important for signal sensing and feedback control in both traditional engineering systems and quantum systems. The Kalman filter, which is one of the most popular signal recovery techniques in classical systems for decades, has now been connected to the stochastic master equations of linear quantum mechanical systems. Various studies have invested effort on mapping the state evolution of a quantum system into a set of classical filtering equations. However, establishing proper evolution models with symmetry to classical filter equation for quantum systems is not easy. Here, we review works that have successfully built a Kalman filter model for quantum systems and provide an improved method for optimal estimations. We also discuss a practical scenario involving magnetic field estimations in quantum systems, where non-linear Kalman filters could be considered an estimation solution.
The engineering and control of devices at the quantum mechanical level—such as those consisting of small numbers of atoms and photons—is a delicate business. The fundamental uncertainty that is inherently present at this scale manifests itself in the unavoidable presence of noise, making this a novel field of application for stochastic estimation and control theory. In this expository paper we demonstrate estimation and feedback control of quantum mechanical systems in what is essentially a noncommutative version of the binomial model that is popular in mathematical finance. The model is extremely rich and allows a full development of the theory while remaining completely within the setting of finite-dimensional Hilbert spaces (thus avoiding the technical complications of the continuous theory). We introduce discretized models of an atom in interaction with the electromagnetic field, obtain filtering equations for photon counting and homodyne detection, and solve a stochastic control problem using dynamic programming and Lyapunov function methods.
This thesis presents a collection of projects spanning different sub-fields of quantum science, undertaken with the goal of understanding and advancing quantum technologies. Broadly, it can be divided into two thematic parts — parameter estimation and open system dynamics. Each project addresses inverse and ill-posed problems in Physics, which lie at the heart of developing robust and scalable quantum devices.A central theme in quantum technology is the challenge of inference of microscopic system parameters from limited, indirect observations. The first part of the thesis investigates this through the problem of Hamiltonian reconstruction via local measurements. Indirect estimation of couplings in quantum systems relies on the measurement of the spectrum and the overlap of eigenvectors with some reference state. For a one-dimensional chain, this data can be obtained by local measurement on one end of the chain, thereby reducing the need for full Hamiltonian tomography. Information about couplings is extracted from the temporal data obtained by measuring the expectation values of the time evolution 𝑒−𝑖𝐻𝑡 for a reference state. In Chapter 3, we analyze the robustness of this estimation scheme under perturbations arising from beyond nearest neighbour interactions. We show that the error scales linearly with the strength of such interactions and on average, the error increases with the distance of interaction between sites.Chapter 4 examines whether coupling information can be extracted from local thermal measurements, using expectation values of the Gibbs state at varying temperatures rather than temporal data. We develop a procedure to obtain the coefficients of the Taylor expansion of these expectation values and relate them to the Hamiltonian parameters. For very small chains, this mapping can be carried out analytically, while for larger systems it reveals the algebraic structure that links local measurements to the underlying couplings and highlights the trade-offs between measurement resources, numerical stability, and identifiability. The analysis also clarifies how additional local fields or self-interaction terms enhance the information content of thermal data, suggesting a role for local thermal probes as practical tools for Hamiltonian verification and parameter estimation.Building on the ideas of controlling and inferring information about a quantum system, we now turn to active intervention through adaptive measurement. In Chapter 5, we develop a process tensor driven procedure for cooling the spin bath that is coupled to a nitrogen vacancy (NV) center in diamond. By modeling the sequence of intermediate quantum instruments acting on a correlated system-environment process, we optimize a pair of completely positive (CP) maps to maximize the population in a lower-energy state. Unlike existing approaches that rely solely on positive operator valued measures (POVMs), our method encompasses a broader class of CP maps, including adaptive feed-forward and mixed operations. We explicitly account for initial correlation between system and environment and distinguish between the controllable and uncontrollable parts of the dynamics. Our framework supports non-Markovian operations and benchmarks them against optimal Markovian strategies. The optimization is performed via Semi-definite Programming (SDP), ensuring global optimality. We also assess robustness to Hamiltonian noise and provide a proposal for implementation using NV center in diamonds.Finally, Chapter 6 explore the relaxation dynamics of topological qubits, focusing on a tetron qubit formed from two uncoupled Kitaev chains coupled to a finite fermionic bath. Using the correlation matrix formalism for purely quadratic couplings, we show that the relaxation is fundamentally independent of temperature when either the bath is large, or the zero-mode energy of the system is close to zero. This challenges a key assumption in the field that cooling enhances coherence. Interestingly, we find that introducing glassy disorder into the system slows down relaxation, offering a potential route to prolong qubit lifetimes.Collectively, these studies form a coherent narrative around extraction, control and utilization of quantum information under fundamental constraints. By tackling such inverse and often ill-posed problems, this thesis contributes new tools and insights essential for the realization of future quantum technologies.
We present filtering equations for single-shot parameter estimation using continuous quantum measurement. By embedding parameter estimation in the standard quantum filtering formalism, we derive the optimal Bayesian filter for cases when the parameter takes on a finite range of values. Leveraging recent convergence results [R. van Handel, e-print arXiv:0709.2216], we give a condition which determines the asymptotic convergence of the estimator. For cases when the parameter is continuous valued, we develop quantum particle filters as a practical computational method for quantum parameter estimation.