%0 Journal Article %T An introduction to quantum filtering %A Luc Bouten %A Ramon van Handel %A Matthew James %J Mathematics %D 2006 %I arXiv %X 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. %U http://arxiv.org/abs/math/0601741v1