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This problem is explicitly solved by studying a linear-quadratic optimal control problem with non-Markov control systems and partial information. Then, we use the result as well as filtering to solve some examples in stochastic control and finance. Also, we establish backward and forward-backward stochastic differential filtering equations which are \\textit{different} from the classical filtering theory introduced by \\textit{R. S. Liptser} and \\textit{A. N. Shiryayev} [Statistics of random processes. I. General theory. Translated by A. B. Aries. Applications of Mathematics. 5. New York etc.: Springer- Verlag (1977; Zbl 0364.60004)], \\textit{J. Xiong} [An introduction to stochastic filtering theory. Oxford Graduate Texts in Mathematics 18. 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