Abstract: The“optimal state estimation and system identification”is an important professional basic course of control and related disciplines. This paper focuses on the construction of the graduate course of optimal state estimation and system identification and its teaching methods. The research and reform is carries out around stimulating students' interest in learning and cultivating their ability to analyze and solve practical problems. While paying attention to the rigorous theoretical basis of optimal state estimation and system identification, the course emphasizes the teaching of seminar courses and practical links, so that graduate students can master the basic theoretical knowledge of the course and improve their engineering practice ability.

Key words: State estimation, System identification, Curriculum construction, Reform in education