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But why? What "energy" or "force" is acting on it to change it? People aren't psychic, after all. Observation acts on the observer, not the observed. When we look at a star our eyes are catching light from billions of light years away; how is that thing which is affecting our biology instead affecting it? Why does knowing change it? What "force" is at work?
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To give you a simple but probably unsatisfying explanation it all comes down to the uncertainty principle. You see there is a set of classical uncertainty equations that relate the various measures of a wave to other measures of a wave. Like wave number and extent in space and frequency and duration of the pulse. These uncertainty equations put a limit on how well you can know one of these quantities depending on how well you know the other. Perhaps a better way to say it is that if a wave packet is packed into a very short distance it will have a very large number of different wave numbers (which are related to wavelength) and a wave packet with a very short duration in time will have a large number of different frequencies. This is just a consequence of how waves work. The mechanics behind waves just mean this happens.
In quantum mechanics everything is both wave and particle so as one might expect these uncertainty relations come into play but in slightly different forms. But again the minimum uncertainty exists simply because that is how Quantum Mechanics works and has nothing at all to do with how you observe the waves. It is these uncertainties that "collapse" when you observe a system. You can find the position but then the momentum goes crazy and vice versa. There is no special thing happening here its just how the mathematics that describes Quantum Mechanics works out and damned if the universe doesn't obey the math just to foil our understanding of what the hell is going on.
Also, I'm really damn tired so please forgive any really strange typos. Like I found some really crazy ones on my last read through and I don't trust myself to have found them all.