The topic of this paper is the estimation of the state variables of the hydraulic actuator using the Kalman filter. The comprehensive control algorithms based on the state feedback are often used to achieve the high quality and dynamic response of the especially linear hydraulic actuators. Information about all state variables is needed, although not all state variables are measurable, or the measurement is expensive. In this case the non-measured state variables can be estimated using the observer or Kalman filter, which is designed also with respect to the process and measurement noise. The Kalman filter can also be used for the reconstruction or filtering of noisy signals. The design of the extended Kalman filter based on the nonlinear mathematical model of the linear hydraulic actuator is introduced. The implementation and results achieved by the state estimation and control of the hydraulic actuator are presented in the paper.