Part I: Introduction and Literature Survey Introduction Part II: Continuous-time Systems Control and Luenberger-type Filtering General Filtering Tracking Control Static Output-feedback Stochastic Passivity Part III: Discrete-time Systems Control and Luenberger-type Filtering General Filtering Tracking Control Static Output-feedback Part IV: Applications Systems with State-multiplicative Noise: Applications Appendix A Introduction to Stochastic Differential Equations Appendix B The Continuous DLMI Method Appendix C The Discrete DLMI Method.