A new robust state and parameter estimation strategy called the Variable Structure Filter (VSF) has recently been proposed and used for state and parameter estimation. A very common problem of linear stochastic systems is to design a combined robust control and estimation strategy, given system and noise uncertainties. Variable Structure Control (VSC) and its special form of Sliding Mode Control (SMC) show superb robustness. This paper proposes a new strategy involving the Sliding Mode Control and the Variable Structure Filter. Both the estimator and controller are based on the concepts of Variable Structure Systems (VSS). In the presence of bounded parametric uncertainties and noise, a robust stability is guaranteed. Further more, the combined strategy can be used to achieve high regulation rates or short settling times. The object of this paper is to introduce this combined VSF and SMC strategy and to demonstrate its application to a third order model of a high precision hydrostatic system, referred to as the Electrohydraulic Actuator System (EHA).