Stochastic Wiener Filter in the White Noise Space

In this paper we introduce a new approach to the study of filtering theory by allowing the system's parameters to have a random character. We use Hida's white noise space theory to give an alternative characterization and a proper generalization to the Wiener filter over a suitable space of stochastic distributions introduced by Kondratiev. The main idea throughout this paper is to use the nuclearity of this spaces in order to view the random variables as bounded multiplication operators (with respect to the Wick product) between Hilbert spaces of stochastic distributions. This allows us to use operator theory tools and properties of Wiener algebras over Banach spaces to proceed and characterize the Wiener filter equations under the underlying randomness assumptions

A transverse Hamiltonian variational technique for open quantum stochastic systems and its application to coherent quantum control

This paper is concerned with variational methods for nonlinear open quantum systems with Markovian dynamics governed by Hudson-Parthasarathy quantum stochastic differential equations. The latter are driven by quantum Wiener processes of the external boson fields and are specified by the system Hamiltonian and system-field coupling operators. We consider the system response to perturbations of these energy operators and introduce a transverse Hamiltonian which encodes the propagation of the perturbations through the unitary system-field evolution. This provides a tool for the infinitesimal perturbation analysis and development of optimality conditions for coherent quantum control problems. We apply the transverse Hamiltonian variational technique to a mean square optimal coherent quantum filtering problem for a measurement-free cascade connection of quantum systems.Comment: 12 pages, 1 figure. A brief version of this paper will appear in the proceedings of the IEEE Multi-Conference on Systems and Control, 21-23 September 2015, Sydney, Australi