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For quantum systems with high purity, we find all observables that, when continuously monitored, maximize the instantaneous reduction in the von Neumann entropy. This allows us to obtain all locally optimal feedback protocols with strong feedback, and explicit expressions for the best such protocols for systems of size N <= 4. We also show that for a qutrit the locally optimal protocol is the optimal protocol for a given range of control times, and derive an upper bound on all optimal protocols with strong feedback.

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