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Related papers: The Quantum Rauch-Tung-Striebel Smoothed State

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Practical implementations of Gaussian smoothing algorithms have received a great deal of attention in the last 60 years. However, almost all work focuses on estimating complete time series (''fixed-interval smoothing'', $\mathcal{O}(K)$…

Numerical Analysis · Mathematics 2025-01-24 Nicholas Krämer

The manifold of pure quantum states is a complex projective space endowed with the unitary-invariant geometry of Fubini and Study. According to the principles of geometric quantum mechanics, the detailed physical characteristics of a given…

Quantum Physics · Physics 2015-06-26 Dorje C. Brody , Lane P. Hughston

Quantum parameter estimation has many applications, from gravitational wave detection to quantum key distribution. We present the first experimental demonstration of the time-symmetric technique of quantum smoothing. We consider both…

Continuous-variable quantum systems are foundational to quantum computation, communication, and sensing. While traditional representations using wave functions or density matrices are often impractical, the tomographic picture of quantum…

Quantum Physics · Physics 2026-03-17 Liubov A. Markovich , Xiaoyu Liu , Jordi Tura

In state space models, smoothing refers to the task of estimating a latent stochastic process given noisy measurements related to the process. We propose an unbiased estimator of smoothing expectations. The lack-of-bias property has…

Methodology · Statistics 2018-09-07 Pierre E. Jacob , Fredrik Lindsten , Thomas B. Schön

Using a perturbation technique, we derive a new approximate filtering and smoothing methodology generalizing along different directions several existing approaches to robust filtering based on the score and the Hessian matrix of the…

Methodology · Statistics 2023-06-06 Giuseppe Buccheri , Giacomo Bormetti , Fulvio Corsi , Fabrizio Lillo

We study the filtering and smoothing problem for continuous-time linear Gaussian systems. While classical approaches such as the Kalman-Bucy filter and the Rauch-Tung-Striebel (RTS) smoother provide recursive formulas for the conditional…

Statistics Theory · Mathematics 2026-01-06 Masahiro Kurisaki

A new smoothing method for the improvement on the identification and quantification of spectral functions based on the previous knowledge of the signals that are expected to be quantified, is presented. These signals are used as weighted…

Atomic Physics · Physics 2017-01-31 Leonardo Bennun

We propose two new Bayesian smoothing methods for general state-space models with unknown parameters. The first approach is based on the particle learning and smoothing algorithm, but with an adjustment in the backward resampling weights.…

Computation · Statistics 2016-04-20 Biao Yang , Jonathan R. Stroud , Gabriel Huerta

This work introduces the Gaussian integration to address a smoothing problem of a nonlinear stochastic state space model. The probability densities of states at each time instant are assumed to be Gaussian, and their means and covariances…

Signal Processing · Electrical Eng. & Systems 2025-01-14 Rohit Kumar Singh , Kundan Kumar , Shovan Bhaumik

Smooth entropies are a tool for quantifying resource trade-offs in (quantum) information theory and cryptography. In typical bi- and multi-partite problems, however, some of the sub-systems are often left unchanged and this is not reflected…

Quantum Physics · Physics 2020-07-20 Anurag Anshu , Mario Berta , Rahul Jain , Marco Tomamichel

Quantum state tomography and other measures of the global properties of a quantum state are indispensable tools in understanding many body physics through quantum simulators. Unfortunately, the number of experimental measurements of the…

Quantum Physics · Physics 2021-06-16 Yariv Yanay , Charles Tahan

Particle smoothing enables state estimation in nonlinear and non-Gaussian state-space models, but its practical use is often limited by high computational cost. Backward smoothing methods such as the Forward Filter Backward Smoother (FFBS)…

Methodology · Statistics 2026-02-17 Genshiro Kitagawa

In this manuscript the fixed-lag smoothing problem for conditionally linear Gaussian state-space models is investigated from a factor graph perspective. More specifically, after formulating Bayesian smoothing for an arbitrary state-space…

Computation · Statistics 2017-05-23 Giorgio M. Vitetta , Emilio Sirignano , Francesco Montorsi

We study the problem of quantum-state tomography under the assumption that the state of the system is close to pure. In this context, an efficient measurements that one typically formulates uniquely identify a pure state from within the set…

Quantum Physics · Physics 2016-05-11 Amir Kalev , Charles H. Baldwin , Ivan H. Deutsch

Quantum state tomography, the ability to deduce the state of a quantum system from measured data, is the gold standard for verification and benchmarking of quantum devices. It has been realized in systems with few components, but for larger…

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

The Rauch-Tung-Striebel (RTS) and the Mayne-Fraser (MF) algorithms are two of the most popular smoothing schemes to reconstruct the state of a dynamic linear system from measurements collected on a fixed interval. Another (less popular)…

Numerical Analysis · Mathematics 2013-07-25 Aleksandr Y. Aravkin , Bradley B. Bell , James V. Burke , Gianluigi Pillonetto

We describe algorithms to obtain an approximate classical description of a $d$-dimensional quantum state when given access to a unitary (and its inverse) that prepares it. For pure states we characterize the query complexity for…

Quantum Physics · Physics 2022-07-19 Joran van Apeldoorn , Arjan Cornelissen , András Gilyén , Giacomo Nannicini

Quantum state tomography (QST) is the gold standard technique for obtaining an estimate for the state of small quantum systems in the laboratory. Its application to systems with more than a few constituents (e.g. particles) soon becomes…