The book presents solutions for the output trajectory tracking problem of unknown nonlinear systems based on four schemes. For the first one, a direct design method is considered: the well known backstepping method, under the assumption of complete state measurement; the second one considers an indirect method, solved with the block control and the sliding mode techniques, under the same assumption. For the third scheme, the backstepping technique is reconsidering including a neural observer, and finally the block control and the sliding mode techniques are used again too, with a neural observer. All the proposed schemes are developed in discrete-time. For both mentioned control methods as well as for the neural observer, the on-line training of the respective neural networks is performed by Kalman Filtering.