@article{19aa8c8c10a944f8839f6e7f2f42cc04,
title = "Quantum covariance and filtering",
abstract = "We give a tutorial exposition of the analogue of the filtering equation for quantum systems focusing on the quantum probabilistic framework and developing the ideas from the classical theory. Quantum covariances and conditional expectations on von Neumann algebras play an essential part in the presentation.",
keywords = "Quantum filtering, Quantum Markovian systems, Quantum probability",
author = "Gough, {John E.}",
note = "Funding Information: I would like to thank the staff at CIRM, Luminy (Marseille), and at Institut Henri Poincar{\'e} (Paris) for their kind support during the 2018 Trimester on Measurement and Control of Quantum Systems where this work was began. I am also grateful to the other organizers Pierre Rouchon and Denis Bernard for valuable comments during the writing of these notes. John Gough acknowledges funding under the French National Research Agency (ANR) grant Q-COAST ANR 19-CE48-0003 . This project has received funding from the European Research Council (ERC) under the European Union{\textquoteright}s Horizon 2020 research and innovation programme (grant agreement No. [ 884762 ]). Publisher Copyright: {\textcopyright} 2022 Elsevier Ltd",
year = "2022",
month = nov,
day = "2",
doi = "10.1016/j.arcontrol.2022.05.003",
language = "English",
volume = "54",
pages = "262--273",
journal = "Annual Reviews in Control",
issn = "1367-5788",
publisher = "Elsevier",
}