Abstract
The purpose of this paper is to apply Clark's pathwise reformulation of the equations of nonlinear filtering to a class of filtering equations that arise in quantum physics. Specifically, we consider a class of stochastic master equations driven by white noise. We also derive dark's robust approximation and illustrate the ideas applying them to an imperfectly observed two-level atom continuously monitored by homodyne photodetection.
| Original language | English |
|---|---|
| Article number | ThA11.4 |
| Pages (from-to) | 3121-3125 |
| Number of pages | 5 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 3 |
| DOIs | |
| Publication status | Published - 2004 |
| Event | 2004 43rd IEEE Conference on Decision and Control (CDC) - Nassau, Bahamas Duration: 14 Dec 2004 → 17 Dec 2004 |