Quantum filtering for multiple input multiple output systems driven by arbitrary zero-mean jointly Gaussian input fields

In this paper, we treat the quantum filtering problem for multiple input multiple output (MIMO) Markovian open quantum systems coupled to multiple boson fields in an arbitrary zero-mean jointly Gaussian state, using the reference probability approach formulated by Bouten and van Handel as a quantum version of a well-known method of the same name from classical nonlinear filtering theory, and exploiting the generalized Araki-Woods representation of Gough. This includes Gaussian field states such as vacuum, squeezed vacuum, thermal, and squeezed thermal states as special cases. The contribution is a derivation of the general quantum filtering equation (or stochastic master equation as they are known in the quantum optics community) in the full MIMO setup for any zero-mean jointy Gaussian input field states, up to some mild rank assumptions on certain matrices relating to the measurement vector.Comment: 19 pages, no figures. Published in a special issue of the Russian Journal of Mathematical Physics dedicated to the memory of Slava Belavki

Reduced-dimension linear transform coding of distributed correlated signals with incomplete observations

We study the problem of optimal reduced-dimension linear transform coding and reconstruction of a signal based on distributed correlated observations of the signal. In the mean square estimation context this involves finding he optimal signal representation based on multiple incomplete or only partial observations that are correlated. In particular this leads to the study of finding the optimal Karhunen-Loeve basis based on the censored observations. The problem has been considered previously by Gestpar, Dragotti and Vitterli in the context of jointly Gaussian random variables based on using conditional covariances. In this paper, we derive the estimation results in the more general setting of second-order random variables with arbitrary distributions, using entirely different techniques based on the idea of innovations. We explicitly solve the single transform coder case, give a characterization of optimality in the multiple distributed transform coders scenario and provide additional insights into the structure of the problm