The ability to accurately control the dynamics of physical systems by measurement and feedback is a pillar of modern engineering. Today, the increasing demand for applied quantum technologies requires to adapt this level of control to individual quantum systems. Achieving this in an optimal way is a challenging task that relies on both quantum-limited measurements and specifically tailored algorithms for state estimation and feedback. Successful implementations thus far include experiments on the level of optical and atomic systems. Here we demonstrate real-time optimal control of the quantum trajectory of an optically trapped nanoparticle. We combine confocal position sensing close to the Heisenberg limit with optimal state estimation via Kalman filtering to track the particle motion in phase space in real time with a position uncertainty of 1.3 times the zero point fluctuation. Optimal feedback allows us to stabilize the quantum harmonic oscillator to a mean occupation of $n=0.56pm0.02$ quanta, realizing quantum ground state cooling from room temperature. Our work establishes quantum Kalman filtering as a method to achieve quantum control of mechanical motion, with potential implications for sensing on all scales. In combination with levitation, this paves the way to full-scale control over the wavepacket dynamics of solid-state macroscopic quantum objects in linear and nonlinear systems.
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