Ramon van Handel

An Introduction to Quantum Filtering

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 Ito 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.

Stabilizing Feedback Controls for Quantum Systems

No quantum measurement can give full information on the state of a quantum system; hence any quantum feedback control problem is necessarily one with partial observations and can generally be converted into a completely observed control problem for an appropriate quantum filter as in classical stochastic control theory. Here we study the properties of controlled quantum filtering equations as classical stochastic differential equations. We then develop methods, using a combination of geometric control and classical probabilistic techniques, for global feedback stabilization of a class of quantum filters around a particular eigenstate of the measurement operator.

Can local particle filters beat the curse of dimensionality

The discovery of particle filtering methods has enabled the use of nonlinear filtering in a wide array of applications. Unfortunately, the approximation error of particle filters typically grows exponentially in the dimension of the underlying model. This phenomenon has rendered particle filters of limited use in complex data assimilation problems. In this paper, we argue that it is often possible, at least in principle, to develop local particle filtering algorithms whose approximation error is dimension-free. The key to such developments is the decay of correlations property, which is a spatial counterpart of the much better understood stability property of nonlinear filters. For the simplest possible algorithm of this type, our results provide under suitable assumptions an approximation error bound that is uniform both in time and in the model dimension. More broadly, our results provide a framework for the investigation of filtering problems and algorithms in high dimension.

Constructing Sublinear Expectations on Path Space

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a generalization of the random G-expectation, and an optional sampling theorem that holds without exceptional set. Our results also shed light on the inherent limitations to constructing sublinear expectations through aggregation.

Deterministic Dicke-state preparation with continuous measurement and control

We characterize the long-time projective behavior of the stochastic master equation describing a continuous, collective spin measurement of an atomic ensemble both analytically and numerically. By adding state-based feedback, we show that it is possible to prepare highly entangled Dicke states deterministically.

A Discrete Invitation to Quantum Filtering and Feedback Control

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.

Sharp nonasymptotic bounds on the norm of random matrices with independent entries

We obtain nonasymptotic bounds on the spectral norm of random matrices with independent entries that improve significantly on earlier results. If

Consistency of the maximum likelihood estimator for general hidden Markov models

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ON THE SEPARATION PRINCIPLE IN QUANTUM CONTROL

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Modelling and feedback control design for quantum state preparation

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