Ordinary differential equations and systems with randomness (34F05) Quantum measurement theory, state operations, state preparations (81P15) Selfadjoint operator theory in quantum theory, including spectral analysis (81Q10) Operator algebra methods applied to problems in quantum theory (81R15) Quantum stochastic calculus (81S25) Stochastic systems in control theory (general) (93E03) Filtering in stochastic control theory (93E11)
Abstract: This paper provides an introduction to quantum filtering theory. An introduction to quantum probability theory is given, focusing on the spectral theorem and the conditional expectation as a least squares estimate, and culminating in the construction of Wiener and Poisson processes on the Fock space. We describe the quantum It^o calculus and its use in the modelling of physical systems. We use both reference probability and innovations methods to obtain quantum filtering equations for system-probe models from quantum optics.
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