Quantum Filtering and Dynamical Parameter Estimation
Isaac Newton Institute, Cambridge, July 2014.
Based on collaborations with
Hadis Amini, Michel Brune, Igor Dotsenko, Serge Haroche, Zaki Leghtas, Mazyar Mirrahimi, Clément Pellegrini, Jean-Michel Raimond, Clément Sayrin and Ram Somaraju
1 / 27
The first experimental realization of a
quantum state feedbackThe LKB photon Box
Group of Serge Haroche, Jean-Michel Raimond and Michel Brune.
1
Stabilization by ameasurement-based feedback of photon-number states (sampling time 80µs) Experiment:C. Sayrin et. al., Nature 477, 73-77, September 2011.
Theory:I. Dotsenko et al., Physical Review A, 2009, 80: 013805-013813.
H. Amini et. al., Automatica, 49 (9): 2683-2692, 2013.
1Animation realized by Igor Dotsenko
Experimental closed-loop data
C. Sayrin et. al., Nature 477, 73-77, Sept. 2011.
Decoherence due to finite photon life time around 70 ms)
Detection efficiency 40%
Detection error rate 10%
Delay 4 sampling periods
The quantum filter takes into account cavity decoherence,
measurement imperfections and delays (Bayes law).
Truncation to 9 photons
Stabilization around 3-photon state
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Ideal model: Markov chain with input
u, hidden stateρand output
y Input:controlu=AeıΦdescribing the classical EM pulse .Quantum state :ρthe density operator of the photons . Output:y ∈ {g,e}measurement of the atom.
ρk+1=
DukMgρkMg†D†uk Tr
MgρkMg†, yk =g with proba.Pg,k = Tr
MgρkMg†
DukMeρkMe†Du†k Tr
MeρkMe† , yk =ewith proba.Pe,k = Tr
MeρkMe†
QND measurement operators:Mg=cosφ
0(N+1/2)+φR
2
et Me=sinφ
0(N+1/2)+φR
2
withN=a†a=diag(0,1,2, . . .).
Unitary control operator :Du=eua†−u∗awhereais the photon annihilation operator.
Goal :stabilize state with exactly¯nphoton(s),ρ¯=|¯nih¯n|, that are open-loop stationary state foru=0.
Structure of this quantum-state feedback (ideal case)
2Observer-Controller
I Non linear filtering of the measurementsk 7→yk provides an estimateρestofρ:
ρestk+1= DukMykρestk My†kD†uk Tr
Mykρestk My†k .
Quantum filter in the sense of Belavkin.
I Thestabilizing feedbackuk =f(ρestk )ensuring convergence towardsρ¯is based onLyapunovdesign:
uk =Argmin
u E V(ρk+1)|ρk =ρestk , u whereV is a well chosensuper-martingaleconstructed with open-loop martingales attached to the QND process.
2The global convergence proof of such observer/controller for the realistic case is given in H. Amini et. al., Automatica, 49 (9): 2683-2692, 2013.
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In the realistic case:
|ψki,ρkand
ρestk.
QuantumFilter_Controller PhotonBox
u
y y
Detector Coherent
pulse
u
est est
u
y
Thestate estimationρestk used in the feedback law takes into account, measurement imperfections, delays and cavity decoherence:
I Derived from Bayes law: depends on past detector outcomes between 0 andk;
computed recursively from an initial valueρest0 ;
I Stable and tends to converge towardsρk,the expectation valueof|ψkihψk| knowing its initial value|ψ0ihψ0|and the past detector outcomes from 0 tok.
Outline
Quantum filtering: discrete-time case
Quantum filtering: continuous-time case
Conclusion
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For the photon box, quantum filtering combines
1. Bayes law: P(µ0/µ) =P(µ/µ0)P(µ0)/ P
ν0P(µ/ν0)P(ν0) . 2. Schrödinger equationsdefining unitary transformations.
3. Partial collapse of the wave packet:irreversibility and
convergence are induced by the measurement of observablesO withdegenerate spectra,O=P
µλµPµ:
I measurement outcomeλµwith proba.
Pµ=hψ|Pµ|ψi= Tr(ρPµ)depending|ψi,ρjust before the measurement
I measurement back-action if outcomeµ:
|ψi 7→ |ψi+ = Pµ|ψi
phψ|Pµ|ψi, ρ7→ρ+= PµρPµ
Tr(ρPµ) 4. Tensor product for the description of composite systems(S,M):
I Hilbert spaceH=HS⊗ HM
I HamiltonianH=HS⊗IM+Hint+IS⊗HM I observable on sub-systemM only:O=IS⊗ OM.
LKB photon-box: Markov chain in the ideal case (1)
I SystemS
corresponds to a quantized cavity mode:
HS = ( ∞
X
n=0
ψn|ni |(ψn)∞n=0∈l2(C) )
,
where
|nirepresents the Fock state associated to exactly
nphotons inside the cavity
I
Meter
Mis associated to atoms :
HM =C2, each atom admits two energy levels and is described by a wave function
cg|gi+ce|eiwith
|cg|2+|ce|2=1; atoms leaving
Bare all in state
|giI
When an atom comes out
B, the state|ΨiB ∈ HS⊗ HMof the composite system atom/field is
separable|ΨiB =|ψi ⊗ |gi.
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LKB photon-box: Markov chain in the ideal case (2)
C
B
D R
1R
2I When an atom comes outB: |ΨiB =|ψi ⊗ |gi.
I Just before the measurement inD, the state is in general entangled(not separable):
|ΨiR2 =USM |ψi ⊗ |gi
= Mg|ψi
⊗ |gi+ Me|ψi
⊗ |ei whereUSMis the total unitary transformation (Schrödinger propagator) defining the linear measurement operatorsMgand MeonHS. SinceUSMis unitary,Mg†Mg+Me†Me=I.
LKB photon-box: Markov chain in the ideal case (3)
Just before the measurement inD, the atom/field state is:Mg|ψi ⊗ |gi+Me|ψi ⊗ |ei
Denote byµ∈ {g,e}the measurement outcome in detectorD: with probabilityPµ=hψ|Mµ†Mµ|ψiwe getµ. Just after the measurement outcomeµ,the state becomes separable:
|ΨiD=√1
Pµ
(Mµ|ψi)⊗ |µi= (Mµ|ψi)⊗ |µi q
hψ|Mµ†Mµ|ψi .
Markov process(density matrix formulationρ∼ |ψihψ|)
ρ+=
MgρMg† Tr
MgρMg†, with probabilityPg= Tr
MgρMg†
;
MeρMe† Tr
MeρMe†, with probabilityPe= Tr
MeρMe† .
Kraus map:
E
(ρ+|ρ) =K(ρ) =MgρMg†+MeρMe†.11 / 27
LKB photon-box: Markov process with detection errors (1)
I With pure stateρ=|ψihψ|, we have ρ+=|ψ+ihψ+|= 1
Tr MµρMµ†
MµρMµ†
when the atom collapses inµ=g,ewith proba. Tr MµρMµ† .
I Detection error rates: P(y =e/µ=g) =ηg∈[0,1]the probability of erroneous assignation toewhen the atom collapses ing;P(y =g/µ=e) =ηe∈[0,1](given by the contrast of the Ramsey fringes).
Bayes law: expectationρ+of|ψ+ihψ+|knowingρand the imperfect detectiony.
ρ+=
(1−ηg)MgρMg†+ηeMeρMe†
Tr((1−ηg)MgρM†g+ηeMeρMe†)ify=g, prob. Tr
(1−ηg)MgρMg†+ηeMeρMe†
;
ηgMgρMg†+(1−ηe)MeρMe†
Tr(ηgMgρMg†+(1−ηe)MeρMe†)ify=e, prob. Tr
ηgMgρMg†+ (1−ηe)MeρMe†
.
ρ+does not remain pure: the quantum stateρ+becomes a mixed state;|ψ+ibecomes physically irrelevant (not numerically).
Photon-box quantum filter: 6
×21 left stochastic matrix
(ηµ0,µ) ρestk+1= 1Tr(Pµηµ0,µMµρestk Mµ†) P
µηµ0,µMµρestk Mµ† with
I we have a total ofm=3×7=21 Kraus operatorsMµ. The
"jumps" are labeled byµ= (µa, µc)with
µa∈ {no,g,e,gg,ge,eg,ee}labeling atom related jumps and µc ∈ {o,+,−}cavity decoherence jumps.
I we have onlym0=6 real detection possibilities
µ0 ∈ {no,g,e,gg,ge,ee}corresponding respectively to no detection, a single detection ing, a single detection ine, a double detection both ing, a double detection one ingand the other ine, and a double detection both ine.
µ0 \µ (no, µc) (g, µc) (e, µc) (gg, µc) (ee, µc) (ge, µc) (eg, µc)
no 1 1−d 1−d (1−d)2 (1−d)2 (1−d)2
g 0 d(1−ηg) dηe 2d(1−d)(1−ηg) 2d(1−d)ηe d(1−d)(1−ηg+ηe) e 0 dηg d(1−ηe) 2d(1−d)ηg 2d(1−d)(1−ηe) d(1−d)(1−ηe+ηg)
gg 0 0 0 2d(1−ηg)2 2dηe2 2dηe(1−ηg)
ge 0 0 0 22dηg(1−ηg) 22dηe(1−ηe) 2d((1−ηg)(1−ηe) +ηgηe)
ee 0 0 0 2dη2g 2d(1−ηe)2 2dηg(1−ηe)
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The Markov chain with imperfections:
|ψkiand
ρkTake|ψk+1ihψk+1|= 1
Tr(Mµk|ψkihψk|Mµ†k)
Mµk|ψkihψk|Mµ†k
with measurement imperfections and decoherence described by theleft stochastic matrixη:ηµ0,µ∈ |0,1]is the probability of having the imperfect outcomeµ0∈ {1, . . . ,m0}knowing that the perfect one is µ∈ {1, . . . ,m}.
The optimal quantum filter: ρk =
E
|ψkihψk|
|ψ0i, µ00, . . . , µ0k−1
can be computed efficiently via the following recurrence
ρk+1= 1
TrPm µ=1ηµ0
k,µMµρkMµ†
m
X
µ=1
ηµ0
k,µMµρkMµ†
where the detector outcomeµ0k takes valuesµ0in{1,· · · ,m0}with probabilityPµ0,ρk = Tr
Pm µ=1ηµ0
k,µMµρkMµ† .
Stability and convergence issues (1)
I The quantum stateρk =
E
|ψkihψk|
|ψ0i, µ00, . . . , µ0k−1
is given by the following optimalBelavkin filtering process
ρk+1= 1
Tr Pm
µ=1ηµ0
k,µMµρkMµ†
m
X
µ=1
ηµ0
k,µMµρkMµ†
with theperfect initialization:ρ0=|ψ0ihψ0|.
I Its estimateρestfollows the same recurrence
ρestk+1= 1
TrPm µ=1ηµ0
k,µMµρestk Mµ†
m
X
µ=1
ηµ0
k,µMµρestk Mµ†
but withimperfect initializationρest0 6=|ψ0ihψ0|.
A natural question :ρestk 7→ρk whenk 7→+∞?
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Stability and convergence issues (2)
Markov chain of state(ρk,ρestk )ρk+1=
Pm µ=1ηµ0
k,µMµρkMµ† Tr
Pm µ=1ηµ0
k,µMµρkMµ†
, ρestk+1=
Pm µ=1ηµ0
k,µMµρestk Mµ† Tr
Pm µ=1ηµ0
k,µMµρestk M†µ
Proba. to getµ0kat stepk, Tr Pm
µ=1ηµ0
k,µMµρkMµ†
, depends onρk.
I Convergenceofρestk towardsρk whenk 7→+∞is an open problem.
A partial result (continuous-time) due to R. van Handel:The stability of quantum Markov filters. Infin. Dimens. Anal.
Quantum Probab. Relat. Top. , 2009, 12, 153-172.
I Stability3: the fidelityF(ρk,ρestk ) = Tr2 p√
ρkρestk √ ρk
is a sub-martingale for anyηandMµ:
E
F(ρk+1,ρestk+1)/ρk,ρestk≥F(ρk,ρestk ).
3Somaraju, A.; Dotsenko, I.; Sayrin, C. & PR. Design and Stability of Discrete-Time Quantum Filters with Measurement Imperfections. American Control Conference, 2012, 5084-5089.
The key inequality underlying
F(ρ, ρe)is sub-martingale
4For
I
any set of
mmatrices
Mµwith
Pmµ=1Mµ†Mµ=
1,
I
any partition of
{1, . . . ,m}into
p≥1 sub-sets
Pν,
I
any Hermitian non-negative matrices
ρand
σof trace one, the following inequality holds
ν=p
X
ν=1
Tr
X
µ∈Pν
MµρMµ†
F
P
µ∈PνMµσMµ†
Tr P
µ∈PνMµσMµ†
,
P
µ∈PνMµρMµ†
Tr P
µ∈PνMµρMµ†
!
≥F(σ, ρ)
where
F(σ, ρ) =Tr
2p√σρ√ σ
.
Proof combines Cauchy-Schwartz inequalities with a lifting procedure based on Ulhmann’s theorem.
4PR. Fidelity is a Sub-Martingale for Discrete-Time Quantum Filters. IEEE Transactions on Automatic Control, 2011, 56, 2743-2747.
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Bayesian parameter estimations
5Consider detector outcomesµ0k corresponding to a parameter valuep¯ poorly known. Assume to simplify that eitherp¯=aor¯p=b, with a6=b. We can discriminate betweenaandband recover¯pvia the following Bayesian scheme using information contained in theµ0k’s:
ρbesta,k+1=
P
µηa
µ0
k,µMµaρbesta,kMµa† Tr
P
p
P
µηp
µ0
k,µMµpρbestp,kMµp
†, ρbestb,k+1=
P
µηb
µ0
k,µMbµρbestb,kMbµ† Tr
P
p
P
µηp
µ0
k,µMµpρbestp,kMµp
†
with initializationρbesta,k+1=ρbestb,k+1=ρbest0 /2 whereρbest0 =ρ0assuming initial probability of12 to have¯p=aandp¯=b. At stepk,
Pa,k = Tr ρbesta,k
,Pb,k = Tr ρbestb,k
) are the proba. to havep¯=a,
¯p=b, knowing the initial stateρ0and the past detection outcomes.
This dynamical parameter estimation process is stable: if the true value of the parameter isathenPa,k is a sub-martingale.
5See Kato, Y. & Yamamoto, N. Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on, 2013, 1904-1909
Discrete-time translation of
Gambetta, J. & Wiseman, H. M., Phys. Rev. A, 2001, 64, 042105
and of Negretti, A. & Mølmer, K. , New Journal of Physics, 2013, 15, 125002.
Discrete-time models of open quantum systems
Four features:
1. Bayes law: P(µ0/µ) =P(µ/µ0)P(µ0)/ P
ν0P(µ/ν0)P(ν0) , 2. Schrödinger equationsdefining unitary transformations.
3. Partial collapse of the wave packet:irreversibility and dissipation are induced by the measurement of observables with
degeneratespectra.
4. Tensor product for the description of composite systems.
VDiscrete-time models:Markov processesof stateρ, (density op.):
ρk+1=
Pm
µ=1ηµ0,µMµρkM†µ
Tr(Pmµ=1ηµ0,µMµρkM†µ), with proba. Pµ0(ρk) =Pm
µ=1ηµ0,µTr
MµρkM†µ associated toKraus maps(ensemble average, quantum channel)
E
(ρk+1|ρk) =K(ρk) =Xµ
MµρkM†µ with X
µ
M†µMµ=I
and left stochastic matrices (imperfections, decoherences)(ηµ0,µ).
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Continuous/discrete-time Stochastic Master Equation (SME)
Discrete-time models:Markov chainsρk+1=
Pm
µ=1ηµ0,µMµρkM†µ
Tr(Pmµ=1ηµ0,µMµρkM†µ), with proba. Pµ0(ρk) =Pm
µ=1ηµ0,µTr
MµρkM†µ with ensemble averages corresponding toKraus linear maps
E
(ρk+1|ρk) =K(ρk) =Xµ
MµρkM†µ with X
µ
M†µMµ=I
Continuous-time models:stochastic differential systems dρt = −i
~[H, ρt] +X
ν
LνρtL†ν−1
2(L†νLνρt+ρtL†νLν)
! dt
+X
ν
√ην
Lνρt+ρtL†ν− Tr
(Lν+L†ν)ρt ρt
dWν,t
driven byWiener processdWν,t =dyν,t−√ ην Tr
(Lν+L†ν)ρt dt with measurementsyν,t, detection efficienciesην ∈[0,1]and Lindblad-Kossakowskimaster equations (ην ≡0):
d dtρ=−i
~[H, ρ] +X
ν
LνρtL†ν−1
2(L†νLνρt+ρtL†νLν)
Continuous/discrete-time diffusive SME
With a single imperfect measurement dyt =√
ηTr
(L+L†)ρt
dt+dWt and detection efficiencyη ∈[0,1], the quantum stateρt is usually mixed and obeys to
dρt =
−i
~[H, ρt] +LρtL†−1
2(L†Lρt+ρtL†L) dt +√
η
Lρt+ρtL†− Tr
(L+L†)ρt ρt
dWt
driven by the Wiener processdWt
WithIt¯o rules, it can be written as the following "discrete-time" Markov model
ρt+dt= MdytρtM†dyt + (1−η)LρtL†dt Tr
MdytρtM†dy
t + (1−η)LρtL†dt
withMdyt =I+
−i
~H−12 L†L
dt+√ ηdytL.
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Continuous/discrete-time jump SME
With Poisson processN(t),hdN(t)i=θ+ηTr VρtV† dt,and detection imperfections modeled byθ≥0 andη∈[0,1], the quantum stateρt is usually mixed and obeys to
dρt =
−i[H, ρt] +VρtV†−1
2(V†Vρt+ρtV†V) dt +
θρt+ηVρtV† θ+ηTr(VρtV†)−ρt
dN(t)−
θ+ηTr VρtV† dt
ForN(t+dt)−N(t) =1we haveρt+dt= θρt+ηVρtV† θ+ηTr(VρtV†). FordN(t) =0we have
ρt+dt= M0ρtM0†+ (1−η)VρtV†dt Tr
M0ρtM0†+ (1−η)VρtV†dt
withM0=I+ −iH+12 η Tr VρtV†
I−V†V dt.
Continuous/discrete-time diffusive-jump SME
The quantum stateρtis usually mixed and obeys to
dρt =
−i[H, ρt] +LρtL†−1
2(L†Lρt +ρtL†L) +VρtV†−1
2(V†Vρt+ρtV†V)
dt +√
η
Lρt+ρtL†− Tr
(L+L†)ρt
ρt
dWt
+
θρt+ηVρtV† θ+ηTr(VρtV†)−ρt
dN(t)−
θ+ηTr
VρtV† dt
ForN(t+dt)−N(t) =1we haveρt+dt= θρt+ηVρtV† θ+ηTr(VρtV†). FordN(t) =0we have
ρt+dt = MdytρtMdy†
t+ (1−η)LρtL†dt+ (1−η)VρtV†dt Tr
MdytρtMdy†
t + (1−η)LρtL†dt+ (1−η)VρtV†dt withMdyt =I+ −iH−12L†L+12 ηTr VρtV†
I−V†V dt+√
ηdytL.
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Continuous/discrete-time general diffusive-jump SME
The quantum stateρtis usually mixed and obeys to
dρt= −i[H, ρt] +X ν
LνρtL†ν−12(L†νLνρt+ρtL†νLν) +VµρtVµ†−12(Vµ†Vµρt+ρtVµ†Vµ)
! dt
+X ν
√ην
Lνρt+ρtL†ν−Tr
(Lν+L†ν)ρt ρt
dWν,t
+X µ
θµρt+P
µ0ηµ,µ0VµρtVµ† θµ+P
µ0ηµ,µ0Tr Vµ0ρtV†
µ0 −ρt
dNµ(t)− θµ+X
µ0 ηµ,µ0Tr
Vµ0ρtV† µ0 dt
whereην∈[0,1],θµ, ηµ,µ0≥0 withηµ0=P
µηµ,µ0≤1 are parameters modelling measurements imperfections.
If, for someµ,Nµ(t+dt)−Nµ(t) =1, we haveρt+dt=
θµρt+P
µ0ηµ,µ0Vµ0ρtV† µ0 θµ+P
µ0ηµ,µ0Tr Vµ0ρtV†
µ0 . When∀µ,dNµ(t) =0, we have
ρt+dt=
MdytρtM†
dyt+P
ν(1−ην)LνρtL†νdt+P
µ(1−ηµ)VµρtVµ†dt Tr
MdytρtMdyt† +P
ν(1−ην)LνρtL†νdt+P
µ(1−ηµ)VµρtVµ†dt
withMdyt =I+
−iH−12P
νL†νLν+12P µ
ηµTr
VµρtVµ†
I−Vµ†Vµ dt+P
ν
√ηνdyνtLνand
wheredyν,t=√ ηνTr
(Lν+L†ν)ρt
dt+dWν,t.
Could be used as a numerical integration scheme that preserves the positiveness ofρ.
Continuous-time diffusive SME and quantum filtering
For clarity’sake, take a single measurementytassociated to operator Land detection efficiencyη∈[0,1]. Thenρtobeys to the following diffusive SME
dρt =−i[H, ρt]dt+
LρtL†−1
2(L†Lρt+ρtL†L) dt +√
η Lρt+ρtL†− Tr (L+L†)ρt ρt
dWt
driven by the Wiener processesWt, Sincedyt =√
ηTr (L+L†)ρt
dt+dWt, the estimateρestt is given by
dρestt =−i[H,ρestt ]dt+
Lρestt L†−1
2(L†Lρestt +ρestt L†L) dt +√
η Lρestt +ρestt L†− Tr (L+L†)ρestt ρet
dyt−√
ηTr (L+L†)ρestt dt
. initialized to any density matrixρest0 .
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Stability of diffusive quantum filtering
6Assume that(ρ,ρest)obey to dρt =−i[H, ρt]dt+
LρtL†−1
2(L†Lρt+ρtL†L) dt +√
η Lρt+ρtL†− Tr (L+L†)ρt ρt
dWt
dρestt =−i[H,ρestt ]dt+
Lρestt L†−1
2(L†Lρestt +ρestt L†L) dt +√
η Lρestt +ρestt L†− Tr (L+L†)ρestt ρestt
dWt +η Lρestt +ρestt L†− Tr (L+L†)ρestt
ρestt
Tr (L+L†)(ρt −ρestt ) dt
| {z }
correction terms vanishing whenρt=ρestt
.
Then for anyH,Landη∈[0,1],F(ρt,ρestt ) = Tr2 p√
ρtρestt √ ρt
is a sub-martingale:
t7→
E
F(ρt,ρestt )is non-decreasing.
6H. Amini, C. Pellegrini, PR: Stability of continuous-time quantum filters with measurement imperfections.http://arxiv.org/abs/1312.0418
Metric for the distance between
ρand its estimate
ρestI
1
−F(ρt,ρestt )remains a
super-martingale for all Belavkin SMEsand their associated quantum filters when they are driven simultaneously by several Wiener and Poisson processes.
I
Petz has given, via the theory of operator monotone functions, a
complete characterization of distance that are contracted for all Lindblad-Kossakovski evolutions7:
d
dtρ=−i[H, ρ] +X
ν
LνρL†ν −1
2(L†νLνρ+ρL†νLν)
.
I
Could we exploit Petz results to characterize "metrics"
D(ρ,ρest)
that are super-martingale for all Belavkin SMEs.
and filters ?
7D. Petz. Monotone metrics on matrix spaces.Linear Algebra and its Applications, 244:81–96, 1996.
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