Published January 2009
| Version Published
Journal Article
Open
Quantum risk-sensitive estimation and robustness
Abstract
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.
Additional Information
© 2009 IEEE. Manuscript received September 29, 2007; revised March 07, 2008. Current version published January 14, 2009. This work was supported by the JSPS Grant-in-Aid 06693 and the ARO under Grant W911NF-06-1-0378. Recommended by Associate Editor J.-F. Zhang. The authors wish to thank I. R. Petersen and V. A. Ugrinovskii for insightful discussion and for bringing the quantum duality relation to our attention. We also thank M. R. James for helpful comments on simulation results.Attached Files
Published - Yamamoto2009p36110.1109TAC.2008.2009571.pdf
Files
Yamamoto2009p36110.1109TAC.2008.2009571.pdf
Additional details
Identifiers
- Eprint ID
- 14457
- Resolver ID
- CaltechAUTHORS:20090629-154805552
Funding
- Japan Society for the Promotion of Science (JSPS)
- W911NF-06-1-0378
Dates
- Created
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2009-08-07Created from EPrint's datestamp field
- Updated
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2021-11-08Created from EPrint's last_modified field