Preliminaries -- Linear Algebra and Preliminaries -- Discrete-Time Linear Systems -- Stochastic Processes -- Kalman Filter -- Realization Theory -- Realization of Deterministic Systems -- Stochastic Realization Theory (1) -- Stochastic Realization Theory (2) -- Subspace Identification -- Subspace Identification (1) — ORT -- Subspace Identification (2) — CCA -- Identification of Closed-loop …