State-space computation of quadratic-exponential functional rates for linear quantum stochastic systems

This paper is concerned with infinite-horizon growth rates of quadratic-exponential functionals (QEFs) for linear quantum stochastic systems driven by multichannel bosonic fields. Such risk-sensitive performance criteria impose an exponential penalty on the integral a quadratic function system variables, and their minimization improves robustness properties respect to statistical uncertainties makes its behavior more conservative in terms tail distributions. We use frequency-domain representation QEF rate invariant Gaussian state vacuum input fields order compute it space. The related similar functional classical stationary random process generated infinite cascade systems. A truncation this shaping filter allows be computed any accuracy solving recurrent sequence algebraic Lyapunov equations together Riccati equation. state-space computation comparison results are demonstrated numerical example open harmonic oscillator.