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The problem of adaptive Kalman filtering for a discrete observable linear time-varying system with unknown noise covariance matrices is addressed in this paper. The measurement difference autocovariance method is used to formulate a linear…

Systems and Control · Electrical Eng. & Systems 2021-04-27 Rahul Moghe , Maruthi R. Akella , Renato Zanetti

Filtering and smoothing algorithms for linear discrete-time state-space models with skew-t-distributed measurement noise are proposed. The algorithms use a variational Bayes based posterior approximation with coupled location and skewness…

Systems and Control · Computer Science 2018-11-28 Henri Nurminen , Tohid Ardeshiri , Robert Piché , Fredrik Gustafsson

Continuous-time measurements are instrumental for a multitude of tasks in quantum engineering and quantum control, including the estimation of dynamical parameters of open quantum systems monitored through the environment. However, such…

Quantum Physics · Physics 2023-04-12 Alfred Godley , Madalin Guta

Quantum effects like entanglement and coherent amplification can be used to drastically enhance the accuracy of quantum parameter estimation beyond classical limits. However, challenges such as decoherence and time-dependent errors hinder…

Quantum Physics · Physics 2025-02-18 Yulong Dong , Jonathan A. Gross , Murphy Yuezhen Niu

We develop an error mitigation method for the control-free phase estimation. We prove a theorem that under the first-order correction, the noise channels with only Hermitian Kraus operators do not change the phases of a unitary operator,…

Quantum Physics · Physics 2023-06-23 Yanwu Gu , Yunheng Ma , Nicolo Forcellini , Dong E. Liu

Quantum phase estimation is a fundamental subroutine in many quantum algorithms, including Shor's factorization algorithm and quantum simulation. However, so far results have cast doubt on its practicability for near-term, non-fault…

Squeezed light enables quantum-enhanced phase estimation, with crucial applications in both fundamental physics and emerging technologies. To fully exploit the advantage provided by this approach, estimation protocols must remain optimal…

Quantum Physics · Physics 2025-10-17 Giorgio Minati , Enrico Urbani , Nicolò Spagnolo , Valeria Cimini , Fabio Sciarrino

In the framework of noisy quantum homodyne tomography with efficiency parameter $1/2 < \eta \leq 1$, we propose a novel estimator of a quantum state whose density matrix elements $\rho_{m,n}$ decrease like $Ce^{-B(m+n)^{r/ 2}}$, for fixed…

Statistics Theory · Mathematics 2014-02-11 P Alquier , K Meziani , G Peyré

The sensitivity of homodyne timing measurements with femtosecond lasers is only limited by the amplitude and phase noise. We describe a novel method to analyze the phase noise of a Ti:Sapph oscillator relative to the standard quantum limit.…

Estimating the state of an open quantum system monitored over time requires incorporating information from past measurements (filtering) and, for improved accuracy, also from future measurements (smoothing). While classical smoothing is…

Quantum Physics · Physics 2025-10-10 Mingxuan Liu , Ge Bai , Valerio Scarani

Measuring the power spectral density of a stochastic process, such as a stochastic force or magnetic field, is a fundamental task in many sensing applications. Quantum noise is becoming a major limiting factor to such a task in future…

We analyze the problem of quantum-limited estimation of a stochastically varying phase of a continuous beam (rather than a pulse) of the electromagnetic field. We consider both non-adaptive and adaptive measurements, and both dyne detection…

Quantum Physics · Physics 2007-05-23 D. W. Berry , H. M. Wiseman

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…

Methodology · Statistics 2015-04-03 Michael Vogt , Holger Dette

We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…

Econometrics · Economics 2019-08-16 Marcelo Fernandes , Emmanuel Guerre , Eduardo Horta

Optical phase estimation is a vital measurement primitive that is used to perform accurate measurements of various physical quantities like length, velocity and displacements. The precision of such measurements can be largely enhanced by…

Smoothing is a technique that estimates the state of a system using measurement information both prior and posterior to the estimation time. Two notable examples of this technique are the Rauch-Tung-Striebel and Mayne-Fraser-Potter…

Quantum Physics · Physics 2021-09-24 Kiarn T. Laverick

We consider the problem of estimating the underlying edge probabilities of a time-varying network observed at multiple time points. The probability structure is represented by a time-varying graphon that satisfies temporal H\"older…

Methodology · Statistics 2026-05-11 Jeonghwan Lee , Tianxi Li , Adam J. Rothman

Here, we are concerned with comparing estimation schemes for the quantum state under continuous measurement (quantum trajectories), namely quantum state filtering and, as introduced by us [Phys. Rev. Lett. 115, 180407 (2015)], quantum state…

Quantum Physics · Physics 2020-11-18 Ivonne Guevara , Howard M. Wiseman

Quantum phase estimation is a central primitive in quantum algorithms and sensing, where performance is governed by the sensitivity of measurement signals to the target parameter. While existing methods have developed increasingly…

Quantum Physics · Physics 2026-04-02 Zikang Jia , Suying Liu , Yulong Dong

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

Methodology · Statistics 2014-03-18 Michael Vogt , Holger Dette