The purpose of this course is to familiarize the students with some of the main techniques for estimating the state of a dynamical system and use the state of estimation to detect faults in some of the system’s components such as sensor faults and water leaks. Examples will be derived from critical infrastructure systems: power and energy systems, transportation systems and water networks. The students will learn to design and implement (in MATLAB) state estimators and fault detection algorithms for various systems, as well as to model faulty components.