Networks of nonlinear systems contain unknown parameters and dynamical degrees of freedom that may not be observable with existing instruments. From observable state variables, we want to estimate the connectivity of a model of such a network and determine the full state of the model at the termination of a temporal observation window during which measurements transfer information to a model of the network. The model state at the termination of a measurement window acts as an initial condition for predicting the future behavior of the network. This allows the validation (or invalidation) of the model as a representation of the dynamical processes producing the observations. Once the model has been tested against new data, it may be utilized as a predictor of responses to innovative stimuli or forcing. We describe a general framework for the tasks involved in the "inverse" problem of determining properties of a model built to represent measured output from physical, biological, or other processes when the measurements are noisy, the model has errors, and the state of the model is unknown when measurements begin. This framework is called statistical data assimilation and is the best one can do in estimating model properties through the use of the conditional probability distributions of the model state variables, conditioned on observations. There is a very broad arena of applications of the methods described. These include numerical weather prediction, properties of nonlinear electrical circuitry, and determining the biophysical properties of functional networks of neurons. Illustrative examples will be given of (1) estimating the connectivity among neurons with known dynamics in a network of unknown connectivity, and (2) estimating the biophysical properties of individual neurons in vitro taken from a functional network underlying vocalization in songbirds.