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arXiv:math-ph/0508006

Quantum filtering: a reference probability approach

Luc Bouten, Ramon van Handel

Published Aug 1, 2005• 22 citations
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Abstract

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.

DOI
10.48550/arxiv.math-ph/0508006

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This paper explores some of the applications of quantum stochastic calculus (qsc) as founded by R.L.Hudson and K.R.Parthasarathy and the theory of the quantum filter established by V.P.Belavkin based on qsc which was simplified considerably by John Gough, Claude Kostler and others to quantum field theory. Specifically, we first derive some general versions of the Belavkin quantum filter for the case when the Hamiltonian and Lindblad operators in the Hudson-Parthasarathy noisy Schrodinger equation (HPSDE) are functions of a classical Markovian time varying parameter process whose statistics is determined by an infinitesimal generator. Using this generalized Belavkin filter, we show how we can estimate on real time basis not only the evolving mixed state of the system but also the probability density of the Markovian parameter. 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Specifically, we first derive some general versions of the Belavkin quantum filter for the case when the Hamiltonian and Lindblad operators in the Hudson-Parthasarathy noisy Schrodinger equation (HPSDE) are functions of a classical Markovian time varying parameter process whose statistics is determined by an infinitesimal generator. Using this generalized Belavkin filter, we show how we can estimate on real time basis not only the evolving mixed state of the system but also the probability density of the Markovian parameter. Our generalized filter enables us to obtain a function \(\rho{(t,\theta)}\) that represents an estimate of the state of the quantum system at time \(t\) as well as the probability density of the parameter \(\theta\) at time \(t\). Specifically, when \({X{(\theta)}} = {\sum_{k = 1}^{n}{f_{k}{(\theta)}X_{k}}}\) is a system observable dependent upon the Markovian \(\theta\), then, \(\int{Tr{({\rho{(t,\theta)}X{(\theta)}})}{d\theta}}\) would represent the conditional expectation of \({X{(t,{\theta{(t)}})}} = {U{(t)}^{\ast}X{({\theta{(t)}})}U{(t)}}\) given non-demolition measurements at time \(t\). After that, we show how the Weyl-Moyal-Wigner transform can be used to formulate noisy quantum evolutions as well as Belavkin filter equations in a classical language wherein intepretations of quantum observables and states are given in terms of classical complex functions of positions and momenta. Marginals of the Wigner distribution of the state for example represent probabiity densities of positions and momenta but the Wigner distribution of the state does not represent any joint probability density of the positions and momenta, indeed the Heisenberg uncertainty does not allow any such interpretation. 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Here either one or both of the Hamiltonians contains noise and the corresponding joint unitary evolution of system and bath is described by a HPQSDE and we illustrate some methods for computing the scattering wave operators and analyzing their existence using standard quantum scattering inequalities. Finally, we develop some formulae for computing the rate of change of Von-Neumann entropy of the Belavkin filtered quantum state based on combining Lie algebraic methods for evaluating the differential of the matrix exponential map with Ito’s formula for Brownian motion, Poisson and Levy processes and even for Martingales. These formulae that describe rate of entropy increase have potential applications to quantum information and quantum commmunication when we require to measure how much information has been transmitted as a function of time across a quantum channel after filtering out the noise on a real time basis. In the context of quantum communication theory, we illustrate the situation of an optical fibre wherein the information carrying quantum electromagnetic field interacts with a classical electromagnetic field that has been scattered by the phonon lattice and hence contains unknown Markovian parameters. By estimating the Markovian paremeters using our generalized Belvakin filter on a real time basis, we are therefore able to generate a counter Hamiltonian via causing a simulated counter classical field using this estimated parameter to interact with the propagating quantum field and hence mitigate the effect of the interaction of the classical field with the quantum field. One of the novel results of this paper is the exact representation of the Weyl-Moyal-Wigner transform of products of quantum operators that includes Lie brackets between operators to all orders in Planck’s constant. 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Qeios•Jul 16, 2026•0 citations
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.
This paper provides an introduction to quantum filtering theory. An introduction to quantum probability theory is given, focusing on the spectral theorem and the conditional expectation as a least squares estimate, and culminating in the construction of Wiener and Poisson processes on the Fock space. We describe the quantum Itô calculus and its use in the modeling of physical systems. We use both reference probability and innovations methods to obtain quantum filtering equations for system-probe models from quantum optics.
In this thesis we study continuously observed open quantum systems from the point of view of quantum filtering theory. The conditioned state of the open system obeys a non-commutative or quantum analogue of the Kushner-Stratonovich equation in classical filtering theory. The thesis consists out of four chapters. The first chapter is a brief introduction to quantum probability theory and quantum stochastic calculus. The second chapter is a description of a photon counting experiment in continuous time within the framework of Davies and Srinivas. The third chapter focusses on the derivation of the quantum filtering or Belavkin equation from the quantum stochastic differential equation governing the interaction between the open system and its environment, the electromagnetic field. The fourth chapter shows how the quantum filtering equation can be used to control quantum systems.
Extensions of Quantum Stochastic Calculus (S Attal) Quantum Ito Algebras: Axioms, Representations, Decompositions (V Belavkin) Free Probability for Probabilists (P Biane) Conditional Expectations on von Neumann Algebras (C Cecchini) Classical Probability Theory: An Outline of Stochastic Integrals and Diffusions (M Emery) Quantum Stochastic Differential Equations (F Fagnola) Canonical Commutation and Anticommutation Relations (M Fannes) Quantum and Classical Stochastic Calculus (A Holevo) An Introduction to Quantum Stochastic Calculus and Some of Its Applications (R Hudson) Stationary Processes in Quantum Probability (B Kummerer)
The main goal of these notes is to give an introduction to the mathematics of quantum noise and some of its applications in non-equilibrium statistical mechanics. We start with some reminders from the theory of classical stochastic processes. We then provide a brief overview of quantum mechanics and quantum field theory, from the viewpoint of quantum probability and adopting the language of Hudson and Parthasarathy. We introduce quantum stochastic processes on a boson Fock space and their calculus. Whenever possible, we make connections with the relevant concepts in classical probability theory. As an application of the theory, we introduce the theory of open quantum systems, with emphasis on the physics and modeling aspects of these 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.
This paper explores some of the applications of quantum stochastic calculus (qsc) as founded by R.L.Hudson and K.R.Parthasarathy and the theory of the quantum filter established by V.P.Belavkin based on qsc which was simplified considerably by John Gough, Claude Kostler and others to quantum field theory. Specifically, we first derive some general versions of the Belavkin quantum filter for the case when the Hamiltonian and Lindblad operators in the Hudson-Parthasarathy noisy Schrodinger equation (HPSDE) are functions of a classical Markovian time varying parameter process whose statistics is determined by an infinitesimal generator. Using this generalized Belavkin filter, we show how we can estimate on real time basis not only the evolving mixed state of the system but also the probability density of the Markovian parameter. Our generalized filter enables us to obtain a function ρ(t,θ)\rho{(t,\theta)}ρ(t,θ) that represents an estimate of the state of the quantum system at time ttt as well as the probability density of the parameter θ\thetaθ at time ttt. Specifically, when X(θ)=∑k=1nfk(θ)Xk{X{(\theta)}} = {\sum_{k = 1}^{n}{f_{k}{(\theta)}X_{k}}}X(θ)=∑k=1n​fk​(θ)Xk​ is a system observable dependent upon the Markovian θ\thetaθ, then, ∫Tr(ρ(t,θ)X(θ))dθ\int{Tr{({\rho{(t,\theta)}X{(\theta)}})}{d\theta}}∫Tr(ρ(t,θ)X(θ))dθ would represent the conditional expectation of X(t,θ(t))=U(t)∗X(θ(t))U(t){X{(t,{\theta{(t)}})}} = {U{(t)}^{\ast}X{({\theta{(t)}})}U{(t)}}X(t,θ(t))=U(t)∗X(θ(t))U(t) given non-demolition measurements at time tttThis paper explores some of the applications of quantum stochastic calculus (qsc) as founded by R.L.Hudson and K.R.Parthasarathy and the theory of the quantum filter established by V.P.Belavkin based on qsc which was simplified considerably by John Gough, Claude Kostler and others to quantum field theory. Specifically, we first derive some general versions of the Belavkin quantum filter for the case when the Hamiltonian and Lindblad operators in the Hudson-Parthasarathy noisy Schrodinger equation (HPSDE) are functions of a classical Markovian time varying parameter process whose statistics is determined by an infinitesimal generator. Using this generalized Belavkin filter, we show how we can estimate on real time basis not only the evolving mixed state of the system but also the probability density of the Markovian parameter. Our generalized filter enables us to obtain a function ρ(t,θ)\rho{(t,\theta)}ρ(t,θ) that represents an estimate of the state of the quantum system at time ttt as well as the probability density of the parameter θ\thetaθ at time ttt. Specifically, when X(θ)=∑k=1nfk(θ)Xk{X{(\theta)}} = {\sum_{k = 1}^{n}{f_{k}{(\theta)}X_{k}}}X(θ)=∑k=1n​fk​(θ)Xk​ is a system observable dependent upon the Markovian θ\thetaθ, then, ∫Tr(ρ(t,θ)X(θ))dθ\int{Tr{({\rho{(t,\theta)}X{(\theta)}})}{d\theta}}∫Tr(ρ(t,θ)X(θ))dθ would represent the conditional expectation of X(t,θ(t))=U(t)∗X(θ(t))U(t){X{(t,{\theta{(t)}})}} = {U{(t)}^{\ast}X{({\theta{(t)}})}U{(t)}}X(t,θ(t))=U(t)∗X(θ(t))U(t) given non-demolition measurements at time ttt. After that, we show how the Weyl-Moyal-Wigner transform can be used to formulate noisy quantum evolutions as well as Belavkin filter equations in a classical language wherein intepretations of quantum observables and states are given in terms of classical complex functions of positions and momenta. Marginals of the Wigner distribution of the state for example represent probabiity densities of positions and momenta but the Wigner distribution of the state does not represent any joint probability density of the positions and momenta, indeed the Heisenberg uncertainty does not allow any such interpretation. We then illustrate how a quantum mechanical theory taking into account quantum noise can be constructed in a natural way by perturbing the electromagnetic field with quantum super-symmetric noise introducing even and odd system operators. We explain how the interaction between the matter supercurrent and the metric superfield in supergravity theories can be perturbed by quantum noise by adding supersymmetric quantum noise to the matter supercurrent. Further, with the hope that Feynman path integrals can be used in quantum noisy field theories to evaluate transition amplitudes of scattering, we propose a Feynnman path integral approach to the solution of the HPQSDE when the system can be described by canonical position and momentum operators. We then describe quantum scattering in the presence of quantum noise in the HPQSDE framework. Here either one or both of the Hamiltonians contains noise and the corresponding joint unitary evolution of system and bath is described by a HPQSDE and we illustrate some methods for computing the scattering wave operators and analyzing their existence using standard quantum scattering inequalities. Finally, we develop some formulae for computing the rate of change of Von-Neumann entropy of the Belavkin filtered quantum state based on combining Lie algebraic methods for evaluating the differential of the matrix exponential map with Ito’s formula for Brownian motion, Poisson and Levy processes and even for Martingales. These formulae that describe rate of entropy increase have potential applications to quantum information and quantum commmunication when we require to measure how much information has been transmitted as a function of time across a quantum channel after filtering out the noise on a real time basis. In the context of quantum communication theory, we illustrate the situation of an optical fibre wherein the information carrying quantum electromagnetic field interacts with a classical electromagnetic field that has been scattered by the phonon lattice and hence contains unknown Markovian parameters. By estimating the Markovian paremeters using our generalized Belvakin filter on a real time basis, we are therefore able to generate a counter Hamiltonian via causing a simulated counter classical field using this estimated parameter to interact with the propagating quantum field and hence mitigate the effect of the interaction of the classical field with the quantum field. One of the novel results of this paper is the exact representation of the Weyl-Moyal-Wigner transform of products of quantum operators that includes Lie brackets between operators to all orders in Planck’s constant. We use this idea to obtain a classical representation of the quantum Boltzmann equation in terms of Wigner densities that are complex valued functions of position and momenta representing the system state. Future work on Wigner transforming the quantum Boltzmann equation for all r-particle marginal states of an N-particle system is in progress. Work on interpreting the Belavkin filter and quantum Boltzmann equation in the Wigner domain in terms of corrections to the classical Fujisaki-Kushner-Kallianpur stochastic filter and the classical Boltzmann equation is also in progress.