Journal
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 54, Issue 1, Pages 92-107Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2008.2009571
Keywords
Quantum filtering; quantum probability; quantum systems; risk-sensitive estimation; robustness
Funding
- JSPS [W911NF-06-1-0378]
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This paper studies a quantum risk-sensitive estimation problem and investigates robustness properties of the filter. This is a direct extension to the quantum case of analogous classical results. All investigations are based on a discrete approximation model of the quantum system under consideration. This allows us to study the problem in a simple mathematical setting. We close the paper with some examples that demonstrate the robustness of the risk-sensitive estimator.
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