2009/03/25 by Radhakrishnan Balu, Balu, Radhakrishnan
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Quantum Mechanics and Applications #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.0903.4486
We study quantum filters that are driven by basic quantum noises and construct classical versions. Our approach is based on exploiting the quantum markovian component of the observation and measurement processes of the filters. This approach leads in a natural way the classical versions for a class of quantum filters. We consider quantum white noises derived from Wiener and Poisson processes that drive the signal and measurement processes and derive the recursive filtering equations using classical machinery.