Quantum risk-sensitive estimation and robustness

Physics – Quantum Physics

Scientific paper

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24 pages

Scientific paper

10.1109/TAC.2008.2009571

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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