Abstract: Using the modern time series analysis method and based on the ARMA innovation model, unified and universal Wiener state filters are presented for systems with quasi-white noise and quasi-correlated noises and with measurement delay, which can handle the state filtering, smoothing and prediction problems in a unified framework. Compared to the Kalman filtering method and polynomial method, the solution to Riccati equations and Diophantine equations is avoided. A simulation example shows their effectiveness.