Online Parameter Estimation for Continuously Monitored Quantum Systems
Henrik Glavind Clausen, Pierre Rouchon, Rafal Wisniewski
TL;DR
This work tackles online maximum-likelihood parameter estimation for static or slowly varying parameters in continuously monitored quantum systems described by stochastic master equations. It develops a recursive online gradient-ascent framework based on the quantum filter and its sensitivity equations, applicable to both discrete-time Kraus-map updates and continuous-time diffusive SMEs. Through a two-level system under homodyne monitoring, the method demonstrates simultaneous tracking of multiple parameters and real-time adaptability, with learning-rate choices balancing tracking speed and robustness to quantum noise. The approach leverages the tractable finite-dimensional quantum filtering solution to enable online ML without resorting to full offline batch processing. This has potential implications for real-time calibration and high-precision quantum sensing, where parameters evolve slowly yet must be inferred from noisy measurement records.
Abstract
In this work, we consider the problem of online (real-time, single-shot) estimation of static or slow-varying parameters along quantum trajectories in quantum dynamical systems. Based on the measurement signal of a continuously-monitored quantum system, we propose a recursive algorithm for computing the maximum likelihood estimate of unknown parameters using an approach based on stochastic gradient ascent on the log-likelihood function. We formulate the algorithm in both discrete-time and continuous-time and illustrate the performance of the algorithm through simulations of a simple two-level system undergoing homodyne measurement from which we are able to track multiple parameters simultaneously.
