<p><p>&lt;p&gt;&amp;lt;p&amp;gt;This comprehensive course in Control and Estimation Theory for Linear Systems offers a deep dive into the world of control systems and mathematical modeling, focusing on linear systems and their applications. This course is designed to provide students with a solid foundation in both continuous-time and discrete-time linear control systems, with an emphasis on real-world applications and problem-solving. Topics include: mathematical modeling, state-space representation, controllability, observability, pole-placement, linear quadratic regulation, observers, separation principle, probability and random processes, linear estimation, Kalman filtering, linear quadratic Gaussian control, discrete-time systems, and discrete-time control.&amp;lt;br/&amp;gt;&amp;lt;/p&amp;gt;&lt;/p&gt;</p></p>