Neural networks can be used to make nonlinear transversal filters for signal processing. In some cases, signal estimation in noise can be enhanced by nonlinear filtering. Examples will be presented. Applications of neural networks in nonlinear control systems will also be presented. Self‐learning neural control systems for continuous bang‐bang control (the “broom‐balancer”) and for transient analog control (The “truck backer‐upper”) will be explained and demonstrated.