The course is mainly based on the following book.

Articles used throughout the course:

[1] T. Kailath, “A view of three decades of linear filtering theory,” in IEEE Transactions on Information Theory, 20(2):146-181, March 1974. DOI: 10.1109/TIT.1974.1055174.
[2] Y. Baram and T. Kailath, “Estimability and regulability of linear systems,” IEEE Transactions on Automatic Control, 33(12), pp. 1116–1121, 1988. DOI: 10.1109/9.14433.