Abstract
The sections in this article are 1 Preliminary Results 2 The Filtering Problem ((7))2 The Filtering Problem 3 Stochastic Control ((7, 10, 11, 36))3 Stochastic Control 4 Least Squares and Continuous-Time Stochastic Adaptive Control ((2))4 Least Squares and Continuous-Time Stochastic Adaptive Control 5 Weighted Least Squares and Continuous-Time Adaptive LQG Control ((30))5 Weighted Least Squares and Continuous-Time Adaptive LQG Control
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