Bayesian kernel-based system identification with quantized output data

In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline kernel, which encodes information on regularity and exponential stability. This serves as a starting point to cast our system identification problem into a Bayesian framework. We employ Markov Chain Monte Carlo (MCMC) methods to provide an estimate of the system. In particular, we show how to design a Gibbs sampler which quickly converges to the target distribution. Numerical simulations show a substantial improvement in the accuracy of the estimates over state-of-the-art kernel-based methods when employed in identification of systems with quantized data.Comment: Submitted to IFAC SysId 201

A new kernel-based approach to system identification with quantized output data

In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline kernel, which encodes information on regularity and exponential stability. This serves as a starting point to cast our system identification problem into a Bayesian framework. We employ Markov Chain Monte Carlo methods to provide an estimate of the system. In particular, we design two methods based on the so-called Gibbs sampler that allow also to estimate the kernel hyperparameters by marginal likelihood maximization via the expectation-maximization method. Numerical simulations show the effectiveness of the proposed scheme, as compared to the state-of-the-art kernel-based methods when these are employed in system identification with quantized data.Comment: 10 pages, 4 figure

The SLH framework for modeling quantum input-output networks

Many emerging quantum technologies demand precise engineering and control over networks consisting of quantum mechanical degrees of freedom connected by propagating electromagnetic fields, or quantum input-output networks. Here we review recent progress in theory and experiment related to such quantum input-output networks, with a focus on the SLH framework, a powerful modeling framework for networked quantum systems that is naturally endowed with properties such as modularity and hierarchy. We begin by explaining the physical approximations required to represent any individual node of a network, eg. atoms in cavity or a mechanical oscillator, and its coupling to quantum fields by an operator triple $(S,L,H)$. Then we explain how these nodes can be composed into a network with arbitrary connectivity, including coherent feedback channels, using algebraic rules, and how to derive the dynamics of network components and output fields. The second part of the review discusses several extensions to the basic SLH framework that expand its modeling capabilities, and the prospects for modeling integrated implementations of quantum input-output networks. In addition to summarizing major results and recent literature, we discuss the potential applications and limitations of the SLH framework and quantum input-output networks, with the intention of providing context to a reader unfamiliar with the field.Comment: 60 pages, 14 figures. We are still interested in receiving correction