This paper is concerned with quantum harmonic oscillators consisting of a
quantum plant and a directly coupled coherent quantum observer. We employ
discounted quadratic performance criteria in the form of exponentially weighted
time averages of second-order moments of the system variables. A coherent
quantum filtering (CQF) problem is formulated as the minimization of the
discounted mean square of an estimation error, with which the dynamic variables
of the observer approximate those of the plant. The cost functional also
involves a quadratic penalty on the plant-observer coupling matrix in order to
mitigate the back-action of the observer on the covariance dynamics of the
plant. For the discounted mean square optimal CQF problem with penalized
back-action, we establish first-order necessary conditions of optimality in the
form of algebraic matrix equations. By using the Hamiltonian structure of the
Heisenberg dynamics and related Lie-algebraic techniques, we represent this set
of equations in a more explicit form in the case of equally dimensioned plant
and observer.Comment: 11 pages, a brief version to be submitted to the IEEE 2016 Conference
on Norbert Wiener in the 21st Century, 13-15 July, Melbourne, Australi