Anders Gunnar Lindquist (born November 21, 1942) is a Swedish applied mathematician and control theorist. He has made contributions to the theory of partial realization, stochastic modeling, estimation and control, and moment problems in systems and control. In particular, he is known for the discovery of the fast filtering algorithms for (discrete-time) Kalman filtering in the early 1970s, and his seminal work on the separation principle of stochastic optimal control and, in collaborations with Giorgio Picci, the Geometric Theory for Stochastic Realization.

He has been Professor in three continents: America (University of Kentucky, USA), Europe (Royal Institute of Technology, Sweden) and Asia (Shanghai Jiao Tong University, China). In 1999, he was elected as member of European Academy of Engineering.