In general, the state of system can be effected by external noise and observed only through a noisy channel. Therefore we use the estimation technigue for the information of state of the system effected by noise. There are many filters such as kalman-Buchy filter, kalman filter, Extended Kalman filter algorithm, cononlinear, extended Kalman filter algorithm to the estimation of parameters is very useful and has a long history. Also a considerable number of applications of this method has been reported. In this paper, the robot control system is treated in stochastic optimal control because of the robots doing a complicated and accurate task in inapproate environment. We have conclusion that error covariance is converged and the stability of filtering is obtained.