An Introduction to Quantum Filtering

Abstract: The following notes are based on lectures delivered at the research school Modeling and Control of Open Quantum Systems (Mod\'{e}lisation et contr^{o}le des syst`{e}mes quantiques ouverts) at CIRM, Marseille, 16-20 April, 2018, as part of the Trimester \textit{Measurement and Control of Quantum Systems: Theory and Experiments} organized at Institut Henri Poincar\'{e}, Paris, France. The aim is to introduce quantum filtering to an audience with a background in either quantum theory or classical filtering.