Quantum risk-sensitive estimation and robustness

Naoki Yamamoto, Luc Bouten

Research output: Contribution to journalArticlepeer-review

54 Citations (Scopus)


This paper studies a quantum risk-sensitive estimation problem and investigates robustness properties of the filter. This is a direct extension to the quantum case of analogous classical results. All investigations are based on a discrete approximation model of the quantum system under consideration. This allows us to study the problem in a simple mathematical setting. We close the paper with some examples that demonstrate the robustness of the risk-sensitive estimator.

Original languageEnglish
Pages (from-to)92-107
Number of pages16
JournalIEEE Transactions on Automatic Control
Issue number1
Publication statusPublished - 2009


  • Quantum filtering
  • Quantum probability
  • Quantum systems
  • Risk-sensitive estimation
  • Robustness

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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