The idea of feedback to actively control of quantum systems is introduced into quantum feedback control theory, which becomes more and more important part in quantum optics, atomic physics and quantum information theory. In consideration of differences between several feedback strategies, the progress of the research on quantum feedback control theory is reviewed, Markovian quantum feedback, Bayesian quantum feedback, non-Markovian quan- tum feedback with time delay and coherent quantum feedback are analyzed and expounded, and the four feedback strategies are also compared.