Quantum risk-sensitive estimation and robustness

TL;DR

This paper extends classical risk-sensitive estimation to quantum systems, analyzing robustness properties through a discrete model and demonstrating the effectiveness of the quantum risk-sensitive filter with examples.

Contribution

It introduces a quantum risk-sensitive estimation framework and investigates its robustness, extending classical results to the quantum domain using a discrete approximation model.

Findings

The quantum risk-sensitive filter exhibits robustness to model uncertainties.

Discrete approximation simplifies analysis of quantum estimation problems.

Examples confirm the robustness of the proposed estimator.

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.