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Euclidean Quantum Mechanics and Universal Nonlinear Filtering

Bhashyam Balaji

Published Jan 1, 2008• 3 citations
OpenAlex

Abstract

Abstract: An important problem in applied science is the continuous nonlinear filtering problem, i.e., the estimation of a Langevin state that is observed indirectly. In this paper, it is shown that Euclidean quantum mechanics is closely related to the continuous nonlinear filtering problem. The key is the configuration space Feynman path integral representation of the fundamental solution of a Fokker-Planck type of equation termed the Yau Equation of continuous-continuous filtering. A corollary is the equivalence between nonlinear filtering problem and a time-varying Schrödinger equation.

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Abstract: An important problem in applied science is the continuous nonlinear filtering problem, i.e., the estimation of a Langevin state that is observed indirectly. In this paper, it is shown that Euclidean quantum mechanics is closely related to the continuous nonlinear filtering problem. The key is the configuration space Feynman path integral representation of the fundamental solution of a Fokker-Planck type of equation termed the Yau Equation of continuous-continuous filtering. A corollary is the equivalence between nonlinear filtering problem and a time-varying Schrödinger equation.
An important problem in applied science is the continuous nonlinear filtering problem, i.e., the estimation of a Langevin state that is observed indirectly. In this paper, it is shown that Euclidean quantum mechanics is closely related to the continuous nonlinear filtering problem. The key is the configuration space Feynman path integral representation of the fundamental solution of a Fokker-Planck type of equation termed the Yau Equation of continuous-continuous filtering. A corollary is the equivalence between nonlinear filtering problem and a time-varying Schr¨odinger equation.
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.
In this paper, the relations between theories of the quantum mechanics and the stochastic control are briefly surveyed based on the recent works of the author (Ohsumi, $1989a(Ohsumi, $ ,$ $1989b(Ohsumi, $ $ , 1992)).Concretely, two types of (nonlinear) Schr\"odinger eqations from the stochsatic control theory by introducing wavefunctions which connect two solutions of nonlinear filtering equation and stochastic optimal control problem.Furthermore, an inverse prob- lem is investigated to derive the optimal control problem from a given Schr\"odinger equation.
We first point out that nonrelativistic quantum mechanics formulated at imaginary time s = it can formally be recognized as the Fokker-Planck description of a classical Brownian motion, which occurs (in general) in a medium where particles are absorbed and emitted. We next offer a new formulation of quantum dynamics, which is basically the Langevin treatment of that Brownian motion. More explicitly, we derive a noise average representation of the transition probability W ( X", s"|X', s' ) in terms of the solutions to a Langevin equation with a Gaussian white noise. Upon analytic continuation back to real time W ( X", s"|X', s' ) becomes the propagator of the original Schrödinger equation, namely we have ⟨ X", t"|X', t' ⟩ = W ( X", it"|X', it' ). The main advantage of this approach is to permit a systematic application to quantum-dynamical problems of the mathematical techniques developed in the theory of classical stochastic processes, even when vector potentials and/or time-dependent potentials are present.
Quantum mechanical systems exhibit an inherently probabilistic nature upon measurement which excludes in principle the singular direct observability continual case. Quantum theory of time continuous measurements and quantum prediction theory, developed by the author on the basis of an independent-increment model for quantum noise and nondemolition causality principle in the 80's, solves this problem allowing continual quantum predictions and reducing many quantum information problems like problems of quantum feedback control to the classical stochastic ones. Using explicit indirect observation models for diffusive and counting measurements we derive quantum filtering (prediction) equations to describe the stochastic evolution of the open quantum system under the continuous partial observation. Working in parallel with classical indeterministic control theory, we show the Markov Bellman equations for optimal feedback control of the a posteriori stochastic quantum states conditioned upon these two kinds of measurements. The resulting filtering and Bellman equation for the diffusive observation is then applied to the explicitly solvable quantum linear-quadratic-Gaussian (LQG) problem which emphasizes many similarities and differences with the corresponding classical nonlinear filtering and control problems and demonstrates microduality between quantum filtering and classical control.