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We discuss an efficient numerical scheme for the recursive filtering of diffusive quantum stochastic master equations. We show that the resultant quantum trajectory is robust and may be used for feedback based on inefficient measurements. The proposed numerical scheme is amenable to approximation, which can be used to further reduce the computational burden associated with calculating quantum trajectories and may allow real-time quantum filtering. We provide a two-qubit example where feedback control of entanglement may be within the scope of current experimental systems.

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