Abstract. The purpose of this paper is to derive filters for an arbitrary open quantum system driven by a light wavepacket prepared in a continuous-mode multi-photon state. A continuous-mode multi-photon state is a state of a travelling light wavepacket that contains a definite number of photons and is characterised by a temporal (or equivalently spectral) profile. After the interaction with the system, the outgoing light can be monitored by means of homodyne detection or photodetection. Filters for both measurement schemes are derived in this paper. Unlike the vacuum or the coherent state case, the annihilation operator of the light field acting on a multi-photon state changes the state by annihilating a photon, and this makes the traditional filtering techniques inapplicable. To circumvent this difficulty, we adopt a non-Markovian embedding technique proposed in [1] for the study of the single-photon filtering problem. However, the multi-photon nature of the problem addressed in this paper makes the study much more mathematically involved. Moreover, as demonstrated by an example -a two-level system driven by a continuous-mode two-photon state, multi-photon filters can reveal interesting strong nonlinear optical phenomena absent in both the single-photon state case and the continuous-mode Fock state case.Key words. Open quantum systems, Quantum filtering, Multi-photon states.AMS subject classifications. 93E11, 81Q931. Introduction. When light impinges on a quantum system, e.g., an atom or a quantum-mechanical oscillator, partial system information may be carried away by the outgoing light. The outgoing light can be directed to another quantum system, thus serving as a (directional) link to facilitate cascade connection [2]- [6]. Alternatively, the outgoing light may be continuously monitored to produce photocurrent, on which the state of the quantum system can be conditioned. The stochastic evolution of the conditional system state is commonly called a quantum trajectory. A quantum filter can be designed to estimate quantum trajectories In quantum optics, the familiar formalism of quantum filtering considers incident lights in Gaussian states, including the vacuum state, coherent states, thermal states, and squeezed states [22]-[24]. This is natural as Gaussian states are commonly used in quantum optics laboratories and have been well studied. With the advent of modern experimental technology, nowadays, non-Gaussian states such as single-photon states, multi-photon states and Schrodinger cat states, can be reliably generated and manipulated. Therefore, very recently, there is a growing interest in deriving quantum filters for such non-Gaussian states. For example, filters have been derived for quantum systems driven by light fields prepared in single-photon states or cat states [1,21,25].Single-photon states and multi-photon states are very useful resources in quantum computing, quantum communication, and quantum cryptography [26]-[38] and references therein. Roughly speaking, a continuous-mode n-photon state ...