@inproceedings{47029a60c4ee4f0b9809e3f335f98393,

title = "A Girsanov Type Representation of Quadratic-Exponential Cost Functionals for Linear Quantum Stochastic Systems",

abstract = "This paper is concerned with multimode open quantum harmonic oscillators and quadratic-exponential functionals (QEFs) as quantum risk-sensitive performance criteria. Such systems are described by linear quantum stochastic differential equations driven by multichannel bosonic fields. We develop a finite-horizon expansion for the system variables using the eigenbasis of their two-point commutator kernel with noncommuting position-momentum pairs as coefficients. This quantum Karhunen-Loeve expansion is used in order to obtain a Girsanov type representation for the quadratic-exponential functions of the system variables. This representation is valid regardless of a particular system-field state and employs the averaging over an auxiliary classical Gaussian random process whose covariance operator is defined in terms of the quantum commutator kernel. We use this representation in order to relate the QEF to the moment-generating functional of the system variables. This result is also specified for the invariant multipoint Gaussian quantum state when the oscillator is driven by vacuum fields.",

author = "Vladimirov, {Igor G.} and Petersen, {Ian R.} and James, {Matthew R.}",

note = "Publisher Copyright: {\textcopyright} 2020 EUCA.; 18th European Control Conference, ECC 2020 ; Conference date: 12-05-2020 Through 15-05-2020",

year = "2020",

month = may,

language = "English",

series = "European Control Conference 2020, ECC 2020",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "806--811",

booktitle = "European Control Conference 2020, ECC 2020",

address = "United States",

}