The objective of this paper is to survey and put in perspective the existing methods of dynamic filter development. This includes theories and practices for linear and nonlinear filters, multiple model filters, and data association methods for tracking in multitarget environment. The presentation of this paper is motivated by recent surge of interest in the area of designing feedback control systems with reduced number of sensors, detection and identification of abrupt changes, and multitarget tracking in clutter. It is hoped to be useful in view of the need to take a grasp of existing techniques before using them in practice and developing new techniques.