  Based on a recently developed notion of physical realizability for quantum
linear stochastic systems, we formulate a quantum LQG optimal control problem
for quantum linear stochastic systems where the controller itself may also be a
quantum system and the plant output signal can be fully quantum. Such a control
scheme is often referred to in the quantum control literature as "coherent
feedback control.'' It distinguishes the present work from previous works on
the quantum LQG problem where measurement is performed on the plant and the
measurement signals are used as input to a fully classical controller with no
quantum degrees of freedom. The difference in our formulation is the presence
of additional non-linear and linear constraints on the coefficients of the
sought after controller, rendering the problem as a type of constrained
controller design problem. Due to the presence of these constraints our problem
is inherently computationally hard and this also distinguishes it in an
important way from the standard LQG problem. We propose a numerical procedure
for solving this problem based on an alternating projections algorithm and, as
initial demonstration of the feasibility of this approach, we provide fully
quantum controller design examples in which numerical solutions to the problem
were successfully obtained. For comparison, we also consider the case of
classical linear controllers that use direct or indirect measurements, and show
that there exists a fully quantum linear controller which offers an improvement
in performance over the classical ones.
