The objective of this work is to develop a recursive, discrete time quantum filtering equation for a system that interacts with a probe, on which measurements are performed according to the Positive Operator Valued Measures (POVMs) framework. POVMs are the most general measurements one can make on a quantum system and although in principle they can be reformulated as projective measurements on larger spaces, for which filtering results exist, a direct treatment of POVMs is more natural and can simplify the filter computations for some applications. Hence we formalize the notion of strongly commuting (Davies) instruments which allows one to develop joint measurement statistics for POVM type measurements. This allows us to prove the existence of conditional POVMs, which is essential for the development of a filtering equation. We demonstrate that under generally satisfied assumptions, knowing the observed probe POVM operator is sufficient to uniquely specify the quantum filtering evolution for the system.

6 Pages, Accepted to CDC 2013