Quantum filtering for multiple diffusive and Poissonian measurements

We provide a rigorous derivation of a quantum filter for the case of multiple measurements being made on a quantum system. We consider a class of measurement processes which are functions of bosonic field operators, including combinations of diffusive and Poissonian processes. This covers the standard cases from quantum optics, where homodyne detection may be described as a diffusive process and photon counting may be described as a Poissonian process. We obtain a necessary and sufficient condition for any pair of such measurements taken at different output channels to satisfy a commutation relationship. Then, we derive a general, multiple-measurement quantum filter as an extension of a single-measurement quantum filter. As an application we explicitly obtain the quantum filter corresponding to homodyne detection and photon counting at the output ports of a beam splitter.