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We introduce a new class of continuous matrix product (CMP) states and establish the stochastic master equations (quantum filters) for an arbitrary quantum system probed by a bosonic input field in this class of states. We show that this class of CMP states arise naturally as outputs of a Markovian model, and that input fields in these states lead to master and filtering (quantum trajectory) equations which are matrix-valued. Furthermore, it is shown that this class of CMP states include the (continuous-mode) single photon and time-ordered multi-photon state
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