(Same as ME 224) Topics: Deterministic state estimation, recursive observers, estimation for uncertain process dynamics; SISO and MIMO least-squares parameter estimation, linear system subspace identification, random variables and random processes, linear systems forced by random processes, power-spectral density, Bayesian filtering including Kalman filter, jump-Markov estimation and fault diagnosis, nonlinear estimation, particle filters, unscented Kalman filter, introduction to estimation for hybrid systems.