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 Itô 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.

A derivation of stochastic Schrödinger equations is given using quantum filtering theory. We study an open system in contact with its environment, the electromagnetic field. Continuous observation of the field yields information on the system: it is possible to keep track in real time of the best estimate of the system's quantum state given the observations made. This estimate satisfies a stochastic Schrödinger equation, which can be derived from the quantum stochastic differential equation for the interaction picture evolution of system and field together. Throughout the paper we focus on the basic example of resonance fluorescence.

The engineering and control of devices at the quantum-mechanical level-such as those consisting of small numbers of atoms and photons-is a delicate business. The fundamental uncertainty that is inherently present at this scale manifests itself in the unavoidable presence of noise, making this a novel field of application for stochastic estimation and control theory. In this expository paper we demonstrate estimation and feedback control of quantum mechanical systems in what is essentially a noncommutative version of the binomial model that is popular in mathematical finance. The model is extremely rich and allows a full development of the theory, while remaining completely within the setting of finite-dimensional Hilbert spaces (thus avoiding the technical complications of the continuous theory). We introduce discretized models of an atom in interaction with the electromagnetic field, obtain filtering equations for photon counting and homodyne detection, and solve a stochastic control problem using dynamic programming and Lyapunov function methods.Key words. discrete quantum filtering, quantum feedback control, quantum probability, conditional expectation, dynamic programming, stochastic Lyapunov functions.AMS subject classifications. 93E11, 93E15, 93E20, 81P15, 81S25, 34F05.

We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations and singular perturbations are obtained. The results are illustrated in several examples of physical interest.

It is well known that quantum continuous observations and nonlinear filtering can be developed within the framework of the quantum stochastic calculus of Hudson-Parthasarathy. The addition of real-time feedback control has been discussed by many authors, but the foundations of the theory still appear to be relatively undeveloped. Here we introduce the notion of a controlled quantum flow, where feedback is taken into account by allowing the coefficients of the quantum stochastic differential equation to be adapted processes in the observation algebra. We then prove a separation theorem for quantum control: the admissible control that minimizes a given cost function is a memoryless function of the filter, provided that the associated Bellman equation has a sufficiently regular solution. Along the way we obtain results on existence and uniqueness of the solutions of controlled quantum filtering equations and on the innovations problem in the quantum setting.