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In fundamental papers from 1962 [1, 2], Heffener and Haus showed that it is not possible to construct a linear noiseless amplifier. The implies that the amplifier intrinsic noise sources induce random perturbations on the phase of the…

A recursive state estimation procedure is derived for a linear time varying system with both parametric uncertainties and stochastic measurement droppings. This estimator has a similar form as that of the Kalman filter with intermittent…

Systems and Control · Computer Science 2016-11-17 Tong Zhou

Sensing a magnetic field with an atomic magnetometer operated in real time presents significant challenges, primarily due to sensor non-linearity, the presence of noise, and the need for one-shot estimation. To address these challenges, we…

Quantum Physics · Physics 2025-08-26 Julia Amoros-Binefa , Jan Kolodynski

For a coronagraph to detect faint exoplanets, it will require focal plane wavefront control techniques to continue reaching smaller angular separations and higher contrast levels. These correction algorithms are iterative and the control…

Instrumentation and Methods for Astrophysics · Physics 2013-06-28 Tyler D. Groff , N. Jeremy Kasdin

Kalman filter is widely used for residual generation in fault detection. It leads to optimality in fault detection using some performance indices and also leads to statistically sound residual evaluation and threshold setting. This paper…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Jinming Zhou , Yucai Zhu

Generation and manipulation of many-body entangled states is of considerable interest, for applications in quantum simulation or sensing, for example. Measurement and verification of the resulting many-body state presents a formidable…

Quantum Physics · Physics 2020-02-12 Jonathan Kohler , Justin A. Gerber , Emma Deist , Dan M. Stamper-Kurn

This paper presents a new filter for state-space models based on Bellman's dynamic-programming principle, allowing for nonlinearity, non-Gaussianity and degeneracy in the observation and/or state-transition equations. The resulting Bellman…

Methodology · Statistics 2025-02-18 Rutger-Jan Lange

The Kalman filter has been adopted in acoustic echo cancellation due to its robustness to double-talk, fast convergence, and good steady-state performance. The performance of Kalman filter is closely related to the estimation accuracy of…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-01 Dong Yang , Fei Jiang , Wei Wu , Xuefei Fang , Muyong Cao

We give a detailed discussion of optimal quantum states for optical two-mode interferometry in the presence of photon losses. We derive analytical formulae for the precision of phase estimation obtainable using quantum states of light with…

Space-based coronagraphs for future earth-like planet detection will require focal plane wavefront control techniques to achieve the necessary contrast levels. These correction algorithms are iterative and the control methods require an…

Instrumentation and Methods for Astrophysics · Physics 2015-06-11 Tyler D. Groff , N. Jeremy Kasdin

Estimation of a dynamical system's latent state subject to sensor noise and model inaccuracies remains a critical yet difficult problem in robotics. While Kalman filters provide the optimal solution in the least squared sense for linear and…

Robotics · Computer Science 2022-02-10 Fahira Afzal Maken , Fabio Ramos , Lionel Ott

The analysis of high-dimensional dynamical systems generally requires the integration of simulation data with experimental measurements. Experimental data often has substantial amounts of measurement noise that compromises the ability to…

Numerical Analysis · Mathematics 2019-10-02 Samuel Rudy , Steven Brunton , J. Nathan Kutz

Many estimation problems in aerospace navigation and robotics involve measurements that depend on prior states. A prominent example is odometry, which measures the relative change between states over time. Accurately handling these…

Robotics · Computer Science 2026-05-13 Tara Mina , Lindsey Marinello , John Christian

Here we revisit the classic problem of linear quadratic estimation, i.e. estimating the trajectory of a linear dynamical system from noisy measurements. The celebrated Kalman filter gives an optimal estimator when the measurement noise is…

Machine Learning · Statistics 2021-11-12 Sitan Chen , Frederic Koehler , Ankur Moitra , Morris Yau

Quantum Hypothesis Testing has shown the advantages that quantum resources can offer in the discrimination of competing hypothesis. Here, we apply this framework to optomechanical systems and fundamental physics questions. In particular, we…

Quantum Physics · Physics 2021-04-13 Marta Maria Marchese , Alessio Belenchia , Stefano Pirandola , Mauro Paternostro

Prediction error and maximum likelihood methods are powerful tools for identifying linear dynamical systems and, in particular, enable the joint estimation of model parameters and the Kalman filter used for state estimation. A key…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Léo Simpson , Moritz Diehl

A major goal in optomechanics is to observe and control quantum behavior in a system consisting of a mechanical resonator coupled to an optical cavity. Work towards this goal has focused on increasing the strength of the coupling between…

Quantum Physics · Physics 2015-05-18 Jack C. Sankey , Cheng Yang , Benjamin M. Zwickl , Andrew M. Jayich , Jack G. E. Harris

We consider a state estimation problem where observations are made by multiple sensors. These observations are communicated over a lossy wireless network to a central base station that computes estimates via a Kalman filter. The goal is to…

Optimization and Control · Mathematics 2008-09-25 Ufuk Topcu , Kenneth Hsu , Kameshwar Poolla

Nonlinear filtering problems are encountered in many applications, and one solution approach is the extended Kalman filter, which is not always convergent. Therefore, it is crucial to identify conditions under which the extended Kalman…

Probability · Mathematics 2026-03-24 Ibrahim Mbouandi Njiasse , Florent Ouabo Kamkumo , Ralf Wunderlich

In this paper we propose a novel partition-based distributed state estimation scheme for non-overlapping subsystems based on Kalman filter. The estimation scheme is designed in order to account, in a rigorous fashion, for dynamic coupling…

Systems and Control · Computer Science 2015-07-27 Marcello Farina , Ruggero Carli
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