Stochastic processes estimation and control Probability theory Random variables and stochastic processes Conditional expectations and discrete time Kalman filtering Least squares the orthogonal projection Lemma and discrete time Kalman filtering Stochastic processes and stochastic calculus Continuous time Guass Markov systems The extended Kalman filter A selection of results from estimation theory Stochastic control and linear quadratic Guassian control problem Linear exponential Guassian control and estimation