9 - Kalman filtering.
Lecture video: Warning: Tore uses the old notation in these videos. Nowadays, the role of the matrices K and L have been swapped in his lecture notes, and we will follow the new notation in the course, where the notation L is used for the matrix used in the observer (or as it is also called, the "Kalman filter").
Lecture notes: Chapter 9 in the lecture notes (Swe Download Swe) / (Eng Download Eng)