Kalman filter design and implementation. Optimal filtering for discrete-time and continuous-time dynamical systems with noise. Wiener filtering. State-space determination. Offered as EE 6327, AE 5336 and ME 5336. Credit will be granted only once. Prerequisite: introductory systems or identification course is desirable. Also offered as AE 5336 and EE 6327. Credit will be granted only once.