  We present filtering equations for single shot parameter estimation using
continuous quantum measurement. By embedding parameter estimation in the
standard quantum filtering formalism, we derive the optimal Bayesian filter for
cases when the parameter takes on a finite range of values. Leveraging recent
convergence results [van Handel, arXiv:0709.2216 (2008)], we give a condition
which determines the asymptotic convergence of the estimator. For cases when
the parameter is continuous valued, we develop quantum particle filters as a
practical computational method for quantum parameter estimation.
