Optimal Determination of the Equilibrium Displacement of a Damped Harmonic Oscillator in the Presence of Thermal Noise

Abstract

Using a matched filter technique, we derive the minimum variance, unbiased estimator for the equilibrium displacement of a damped harmonic oscillator in thermal equilibrium when interactions with the thermal bath are the leading source of noise. We compare the variance in this optimal estimator with the variance in other, commonly used estimators in the presence of pure thermal noise and pure white noise. We also compare the variance in these estimators for a mixture of white and thermal noise. This result has implications for experimental design and the collection and analysis of data.