Related papers: Minimum Error Discrimination for an Ensemble of Li…
The minimum error discrimination problem for ensembles of linearly independent pure states are known to have an interesting structure; for such a given ensemble the optimal POVM is given by the pretty good measurment of another ensemble…
The optimization conditions for minimum error discrimination of linearly independent pure states comprise of two kinds: stationary conditions over the space of rank one projective measurements and the global maximization conditions. A…
In this paper we study the Minimum Error Discrimination problem (MED) for ensembles of linearly independent (LI) states. We define a bijective map from the set of those ensembles to itself and we show that the Pretty Good Measurement (PGM)…
Error bounds have been studied for more than seventy years, beginning with the seminal result of Hoffman (1952) [{\it J. Res. Natl. Bur. Standards}, 49 (1952), 263--265], which establishes an upper bound for the distance from an arbitrary…
The need to estimate a positive definite solution to an overdetermined linear system of equations with multiple right hand side vectors arises in several process control contexts. The coefficient and the right hand side matrices are…
We consider the problem of approximating optimal in the Minimum Mean Squared Error (MMSE) sense nonlinear filters in a discrete time setting, exploiting properties of stochastically convergent state process approximations. More…
We study the problem of discriminating between non-orthogonal quantum states with least probability of error. We demonstrate that this problem can be simplified if we solve for the error itself rather than solving directly for the optimal…
We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…
Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…
Using the convex optimization method and Helstrom family of ensembles introduced in Ref. [1], we have discussed optimal ambiguous discrimination in qubit systems. We have analyzed the problem of the optimal discrimination of N known quantum…
In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…
Given $n$ linearly independent pure states and their prior probabilities, we study the problem of optimum unambiguous discrimination of these states. We derive the properties of the optimum solution and the equations that must be satisfied…
This paper describes a minimax state estimation approach for linear Differential-Algebraic Equations (DAE) with uncertain parameters. The approach addresses continuous-time DAE with non-stationary rectangular matrices and uncertain bounded…
This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…
Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…
Primal-dual interior-point methods solve constrained convex optimization problems to tight tolerances with speed and robustness. Their solutions are also efficiently differentiable with respect to the problem data through the implicit…
We consider the problem of estimating the discrete clustering structures under the Sub-Gaussian Mixture Model. Our main results establish a hidden integrality property of a semidefinite programming (SDP) relaxation for this problem: while…
Selecting a few available actuators to ensure the controllability of a linear system is a fundamental problem in control theory. Previous works either focus on optimal performance, simplifying the controllability issue, or make the system…
This paper deals with the quantum optimal discrimination among mixed quantum states enjoying geometrical uniform symmetry with respect to a reference density operator $\rho_0$. It is well-known that the minimal error probability is given by…
A measurement strategy is developed for a new kind of hypothesis testing. It assigns, with minimum probability of error, the state of a quantum system to one or the other of two complementary subsets of a set of N given non-orthogonal…