Weyl variations and local sufficiency of linear observers in the mean square optimal coherent quantum filtering problem (1506.07653v1)

Abstract: This paper is concerned with the coherent quantum filtering (CQF) problem, where a quantum observer is cascaded in a measurement-free fashion with a linear quantum plant so as to minimize a mean square error of estimating the plant variables of interest. Both systems are governed by Markovian Hudson-Parthasarathy quantum stochastic differential equations driven by bosonic fields in vacuum state. These quantum dynamics are specified by the Hamiltonians and system-field coupling operators. We apply a recently proposed transverse Hamiltonian variational method to the development of first-order necessary conditions of optimality for the CQF problem in a larger class of observers. The latter is obtained by perturbing the Hamiltonian and system-field coupling operators of a linear coherent quantum observer along linear combinations of unitary Weyl operators, whose role here resembles that of the needle variations in the Pontryagin minimum principle. We show that if the observer is a stationary point of the performance functional in the class of linear observers, then it is also a stationary point with respect to the Weyl variations in the larger class of nonlinear observers.