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In this paper, a survey on applications of estimation theory, identification and stochastic control in industrial systems is presented. Identification, parameter and state estimation of a dynamical system and stochastic control are three important and applicable fields in industry. Several fields are discussed in this paper containing, leak detection in fluid pipelines, maneuvering target tracking, Active Queue Management (AQM) in communication networks, applications of stochastic modeling and control in medical and health issues, disease infection and control, dosage regimen design, and disease modeling and treatment. In addition, covariance assignment of dynamical systems’ states, quantum systems, localization, identification and stochastic control of robots, and also applications of estimation theory in navigation systems are reviewed. Furthermore, estimation, identification and stochastic control of electrical motors, and traffic control in Intelligent Transportation Systems (ITS) are investigated. Finally, chaotic systems control, synchronization, estimation, and identification are studied.

Keywords: Estimation theory, System identification, Stochastic control, Fault detection, Maneuvering target tracking, Active Queue Management, Medical and health, Covariance assignment, Robotics, Navigation, Electrical motors, Intelligent Transportation Systems, Ch

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