arXiv subjects

Igor G. Vladimirov

Publications and source records attributed to Igor G. Vladimirov.

At least 55 records · Page 3Linked to original sources

arXiv2019

A Karhunen-Loeve expansion for one-mode open quantum harmonic oscillators using the eigenbasis of the two-point commutator kernel

This paper considers one-mode open quantum harmonic oscillators with a pair of conjugate position and momentum variables driven by vacuum bosonic fields according to a linear quantum stochastic differential equation. Such systems model cavity resonators in quantum optical experiments. Assuming that the quadratic Hamiltonian of the oscillator is specified by a positive definite energy matrix, we consider a modified version of the quantum Karhunen-Loeve expansion of the system variables proposed recently. The expansion employs eigenvalues and eigenfunctions of the two-point commutator kernel for linearly transformed system variables. We take advantage of the specific structure of this eigenbasis in the one-mode case (including its connection with the classical Ornstein-Uhlenbeck process). These results are applied to computing quadratic-exponential cost functionals which provide robust performance criteria for risk-sensitive control of open quantum systems.

quant-ph↗

arXiv2019

A quantum Karhunen-Loeve expansion and quadratic-exponential functionals for linear quantum stochastic systems

This paper extends the Karhunen-Loeve representation from classical Gaussian random processes to quantum Wiener processes which model external bosonic fields for open quantum systems. The resulting expansion of the quantum Wiener process in the vacuum state is organised as a series of sinusoidal functions on a bounded time interval with statistically independent coefficients consisting of noncommuting position and momentum operators in a Gaussian quantum state. A similar representation is obtained for the solution of a linear quantum stochastic differential equation which governs the system variables of an open quantum harmonic oscillator. This expansion is applied to computing a quadratic-exponential functional arising as a performance criterion in the framework of risk-sensitive control for this class of open quantum systems.

math.PR↗

arXiv2019

Anisotropy-based robust performance criteria for statistically uncertain linear continuous time invariant stochastic systems

This paper is concerned with robust performance criteria for linear continuous time invariant stochastic systems driven by statistically uncertain random processes. The uncertainty is understood as the deviation of imprecisely known probability distributions of the input disturbance from those of the standard Wiener process. Using a one-parameter family of conformal maps of the unit disk in the complex plane onto the right half-plane for discrete and continuous time transfer functions, the deviation from the nominal Gaussian white-noise model is quantified by the mean anisotropy for the input of a discrete-time counterpart of the original system. The parameter of this conformal correspondence specifies the time scale for filtered versions of the input and output of the system, in terms of which the worst-case root mean square gain is formulated subject to an upper constraint on the mean anisotropy. The resulting two-parameter counterpart of the anisotropy-constrained norm of the system for the continuous time case is amenable to state-space computation using the methods of the anisotropy-based theory of stochastic robust filtering and control, originated by the author in the mid 1990s.

math.OC↗

arXiv2019

Lie-algebraic connections between two classes of risk-sensitive performance criteria for linear quantum stochastic systems

This paper is concerned with the original risk-sensitive performance criterion for quantum stochastic systems and its recent quadratic-exponential counterpart. These functionals are of different structure because of the noncommutativity of quantum variables and have their own useful features such as tractability of evolution equations and robustness properties. We discuss a Lie algebraic connection between these two classes of cost functionals for open quantum harmonic oscillators using an apparatus of complex Hamiltonian kernels and symplectic factorizations. These results are aimed to extend useful properties from one of the classes of risk-sensitive costs to the other and develop state-space equations for computation and optimization of these criteria in quantum robust control and filtering problems.

math-ph↗

arXiv2018

Parametric randomization, complex symplectic factorizations, and quadratic-exponential functionals for Gaussian quantum states

This paper combines probabilistic and algebraic techniques for computing quantum expectations of operator exponentials (and their products) of quadratic forms of quantum variables in Gaussian states. Such quadratic-exponential functionals (QEFs) resemble quantum statistical mechanical partition functions with quadratic Hamiltonians and are also used as performance criteria in quantum risk-sensitive filtering and control problems for linear quantum stochastic systems. We employ a Lie-algebraic correspondence between complex symplectic matrices and quadratic-exponential functions of system variables of a quantum harmonic oscillator. The complex symplectic factorizations are used together with a parametric randomization of the quasi-characteristic or moment-generating functions according to an auxiliary classical Gaussian distribution. This reduces the QEF to an exponential moment of a quadratic form of classical Gaussian random variables with a complex symmetric matrix and is applicable to recursive computation of such moments.

quant-ph↗

arXiv2018

Direct coupling coherent quantum observers with discounted mean square performance criteria and penalized back-action

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. Small-gain-theorem bounds are obtained for the back-action of the observer on the covariance dynamics of the plant in terms of the plant-observer coupling. 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 effect. 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 Lie-algebraic techniques, this set of equations is represented in a more explicit form for equally dimensioned plant and observer. For a class of such observers with autonomous estimation error dynamics, we obtain a solution of the CQF problem and outline a homotopy method. The computation of the performance criteria and the observer synthesis are illustrated by numerical examples.

eess.SY↗

arXiv2018

Dissipative Linear Stochastic Hamiltonian Systems

This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified by a Hamiltonian, viscous damping parameters and system-environment coupling functions. We consider energy balance relations for such systems with an emphasis on linear stochastic Hamiltonian (LSH) systems with quadratic Hamiltonians and linear coupling. For LSH systems, we also discuss stability conditions, the structure of the invariant measure and its relation with stochastic versions of the virial theorem. Using Lyapunov functions, organised as deformed Hamiltonians, dissipation relations are also considered for LSH systems driven by statistically uncertain external forces. An application of these results to feedback connections of LSH systems is outlined.

eess.SY↗

arXiv2018

Spatio-temporal transfer function conditions of positive realness for translation invariant lattice networks of interacting linear systems

This paper is concerned with networks of interacting linear systems at sites of a multidimensional lattice. The systems are governed by linear ODEs with constant coefficients driven by external inputs, and their internal dynamics and coupling with the other component systems are translation invariant. Such systems occur, for example, in finite-difference models of large-scale flexible structures manufactured from homogeneous materials. Using the spatio-temporal transfer function of this translation invariant network, we establish conditions for its positive realness in the sense of energy dissipation. The latter is formulated in terms of block Toeplitz bilinear forms of the input and output variables of the composite system. We also discuss quadratic stability of the network in isolation from the environment and phonon theoretic dispersion relations.

eess.SY↗

arXiv2018

Risk-sensitive performance criteria and robustness of quantum systems with a relative entropy description of state uncertainty

This paper considers links between the original risk-sensitive performance criterion for quantum control systems and its recent quadratic-exponential counterpart. We discuss a connection between the minimization of these cost functionals and robustness with respect to uncertainty in system-environment quantum states whose deviation from a nominal state is described in terms of the quantum relative entropy. These relations are similar to those in minimax LQG control for classical systems. The results of the paper can be of use in providing a rational choice of the risk-sensitivity parameter in the context of robust quantum control with entropy theoretic quantification of statistical uncertainty in the system-field state.

quant-ph↗

arXiv2017

Invariant states of linear quantum stochastic systems under Weyl perturbations of the Hamiltonian and coupling operators

This paper is concerned with the sensitivity of invariant states in linear quantum stochastic systems with respect to nonlinear perturbations. The system variables are governed by a Markovian Hudson-Parthasarathy quantum stochastic differential equation (QSDE) driven by quantum Wiener processes of external bosonic fields in the vacuum state. The quadratic system Hamiltonian and the linear system-field coupling operators, corresponding to a nominal open quantum harmonic oscillator, are subject to perturbations represented in a Weyl quantization form. Assuming that the nominal linear QSDE has a Hurwitz dynamics matrix and using the Wigner-Moyal phase-space framework, we carry out an infinitesimal perturbation analysis of the quasi-characteristic function for the invariant quantum state of the nonlinear perturbed system. The resulting correction of the invariant states in the spatial frequency domain may find applications to their approximate computation, analysis of relaxation dynamics and non-Gaussian state generation in nonlinear quantum stochastic systems.

math-ph↗

arXiv2017

Multi-point Gaussian states, quadratic-exponential cost functionals, and large deviations estimates for linear quantum stochastic systems

This paper is concerned with risk-sensitive performance analysis for linear quantum stochastic systems interacting with external bosonic fields. We consider a cost functional in the form of the exponential moment of the integral of a quadratic polynomial of the system variables over a bounded time interval. An integro-differential equation is obtained for the time evolution of this quadratic-exponential functional, which is compared with the original quantum risk-sensitive performance criterion employed previously for measurement-based quantum control and filtering problems. Using multi-point Gaussian quantum states for the past history of the system variables and their first four moments, we discuss a quartic approximation of the cost functional and its infinite-horizon asymptotic behaviour. The computation of the asymptotic growth rate of this approximation is reduced to solving two algebraic Lyapunov equations. We also outline further approximations of the cost functional, based on higher-order cumulants and their growth rates, together with large deviations estimates. For comparison, an auxiliary classical Gaussian Markov diffusion process is considered in a complex Euclidean space which reproduces the quantum system variables at the level of covariances but has different higher-order moments relevant to the risk-sensitive criteria. The results of the paper are also demonstrated by a numerical example and may find applications to coherent quantum risk-sensitive control problems, where the plant and controller form a fully quantum closed-loop system, and other settings with nonquadratic cost functionals.

math.OC↗

arXiv2017

Effects of parametric uncertainties in cascaded open quantum harmonic oscillators and robust generation of Gaussian invariant states

This paper is concerned with the generation of Gaussian invariant states in cascades of open quantum harmonic oscillators governed by linear quantum stochastic differential equations. We carry out infinitesimal perturbation analysis of the covariance matrix for the invariant Gaussian state of such a system and the related purity functional subject to inaccuracies in the energy and coupling matrices of the subsystems. This leads to the problem of balancing the state-space realizations of the component oscillators through symplectic similarity transformations in order to minimize the mean square sensitivity of the purity functional to small random perturbations of the parameters. This results in a quadratic optimization problem with an effective solution in the case of cascaded one-mode oscillators, which is demonstrated by a numerical example. We also discuss a connection of the sensitivity index with classical statistical distances and outline infinitesimal perturbation analysis for translation invariant cascades of identical oscillators. The findings of the paper are applicable to robust state generation in quantum stochastic networks.

math.OC↗

arXiv2016

A Numerical Approach to Optimal Coherent Quantum LQG Controller Design Using Gradient Descent

This paper is concerned with coherent quantum linear quadratic Gaussian (CQLQG) control. The problem is to find a stabilizing measurement-free quantum controller for a quantum plant so as to minimize a mean square cost for the fully quantum closed-loop system. The plant and controller are open quantum systems interconnected through bosonic quantum fields. In comparison with the observation-actuation structure of classical controllers, coherent quantum feedback is less invasive to the quantum dynamics. The plant and controller variables satisfy the canonical commutation relations (CCRs) of a quantum harmonic oscillator and are governed by linear quantum stochastic differential equations (QSDEs). In order to correspond to such oscillators, these QSDEs must satisfy physical realizability (PR) conditions in the form of quadratic constraints on the state-space matrices, reflecting the CCR preservation in time. The symmetry of the problem is taken into account by introducing equivalence classes of coherent quantum controllers generated by symplectic similarity transformations. We discuss a modified gradient flow, which is concerned with norm-balanced realizations of controllers. A line-search gradient descent algorithm with adaptive stepsize selection is proposed for the numerical solution of the CQLQG control problem. The algorithm finds a local minimum of the LQG cost over the parameters of the Hamiltonian and coupling operators of a stabilizing coherent quantum controller, thus taking the PR constraints into account. A convergence analysis of the algorithm is presented. Numerical examples of designing locally optimal CQLQG controllers are provided in order to demonstrate the algorithm performance.

quant-ph↗

arXiv2016

Face-to-diagonal reduction of Kramers-Wannier approximation for cubic lattice particle systems with nearest neighbour exclusion

The paper is concerned with interacting particle systems on the simple cubic lattice obeying the nearest neighbour exclusion (NNE). This constraint forbids any two neighbouring sites of the lattice to be simultaneously occupied, thus reducing the set of admissible configurations for the cubic cell and its subclusters such as edges and faces. This reduction extends applicability of Kikuchi's Cluster Variation Method (CVM) with higher-order clusters to systems with complex site configurations and short-range ordering, which would be impractical beyond the NNE framework because of the "curse of dimensionality". For edges of the cubic cell, which are the operational clusters of the Bethe-Peierls entropy approximation in the CVM hierarchy, the edge-to-site reduction of the entropy cumulants was studied previously. In extending the earlier results, we develop a face-to-diagonal reduction of the Kramers-Wannier entropy approximation of the CVM in the NNE setting. We also outline an application of the resulting approximation to thermodynamic modeling of disordered condensed media, such as liquid silicates, and discuss combinatorial and numerical aspects of the implementation of this approach.

cond-mat.stat-mech↗

arXiv2016

A Phase-space Formulation of the Belavkin-Kushner-Stratonovich Filtering Equation for Nonlinear Quantum Stochastic Systems

This paper is concerned with a filtering problem for a class of nonlinear quantum stochastic systems with multichannel nondemolition measurements. The system-observation dynamics are governed by a Markovian Hudson-Parthasarathy quantum stochastic differential equation driven by quantum Wiener processes of bosonic fields in vacuum state. The Hamiltonian and system-field coupling operators, as functions of the system variables, are represented in a Weyl quantization form. Using the Wigner-Moyal phase-space framework, we obtain a stochastic integro-differential equation for the posterior quasi-characteristic function (QCF) of the system conditioned on the measurements. This equation is a spatial Fourier domain representation of the Belavkin-Kushner-Stratonovich stochastic master equation driven by the innovation process associated with the measurements. We also discuss a more specific form of the posterior QCF dynamics in the case of linear system-field coupling and outline a Gaussian approximation of the posterior quantum state.

quant-ph↗

arXiv2016

Directly Coupled Observers for Quantum Harmonic Oscillators with Discounted Mean Square Cost Functionals and Penalized Back-action

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.

eess.SY↗

arXiv2015

Evolution of quasi-characteristic functions in quantum stochastic systems with Weyl quantization of energy operators

This paper considers open quantum systems whose dynamic variables satisfy canonical commutation relations and are governed by Markovian Hudson-Parthasarathy quantum stochastic differential equations driven by external bosonic fields. The dependence of the Hamiltonian and the system-field coupling operators on the system variables is represented using the Weyl functional calculus. This leads to an integro-differential equation (IDE) for the evolution of the quasi-characteristic function (QCF) which encodes the dynamics of mixed moments of the system variables. Unlike quantum master equations for reduced density operators, this IDE involves only complex-valued functions on finite-dimensional Euclidean spaces and extends the Wigner-Moyal phase-space approach for quantum stochastic systems. The dynamics of the QCF and the related Wigner quasi-probability density function (QPDF) are discussed in more detail for the case when the coupling operators depend linearly on the system variables and the Hamiltonian has a nonquadratic part represented in the Weyl quantization form. For this class of quantum stochastic systems, we also consider an approximate computation of invariant states and discuss the deviation from Gaussian quantum states in terms of the $χ^2$-divergence (or the second-order Renyi relative entropy) applied to the QPDF. The results of the paper may find applications to investigating different aspects of the moment stability, relaxation dynamics and invariant states in open quantum systems.

math-ph↗

arXiv2015

Decentralized Coherent Quantum Control Design for Translation Invariant Linear Quantum Stochastic Networks with Direct Coupling

This paper is concerned with coherent quantum control design for translation invariant networks of identical quantum stochastic systems subjected to external quantum noise. The network is modelled as an open quantum harmonic oscillator and is governed by a set of linear quantum stochastic differential equations. The dynamic variables of this quantum plant satisfy the canonical commutation relations. Similar large-scale systems can be found, for example, in quantum metamaterials and optical lattices. The problem under consideration is to design a stabilizing decentralized coherent quantum controller in the form of another translation invariant quantum system, directly coupled to the plant, so as to minimize a weighted mean square functional of the dynamic variables of the interconnected networks. We consider this problem in the thermodynamic limit of infinite network size and present first-order necessary conditions for optimality of the controller.

quant-ph↗