Physics – Mathematical Physics
Scientific paper
2005-11-05
In Quantum Stochastics and Information: Statistics, Filtering and Control (V. P. Belavkin and M. I. Guta, eds.), World Scienti
Physics
Mathematical Physics
24 pages; see also math-ph/0508006. An extended version of this paper is in preparation
Scientific paper
It is well known that quantum continuous observations and nonlinear filtering can be developed within the framework of the quantum stochastic calculus of Hudson-Parthasarathy. The addition of real-time feedback control has been discussed by many authors, but the foundations of the theory still appear to be relatively undeveloped. Here we introduce the notion of a controlled quantum flow, where feedback is taken into account by allowing the coefficients of the quantum stochastic differential equation to be adapted processes in the observation algebra. We then prove a separation theorem for quantum control: the admissible control that minimizes a given cost function is a memoryless function of the filter, provided that the associated Bellman equation has a sufficiently regular solution. Along the way we obtain results on existence and uniqueness of the solutions of controlled quantum filtering equations and on the innovations problem in the quantum setting.
Bouten Luc
Handel Ramon van
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