The Zakai filtering method is applied on a physical model describing electrode kinetics in a voltammetric analysis, and which is substantially nonlinear in the parameters. The model parameters are estimated using a direct sample path integration method developed for the Zakai equation and pathwise filtering equation. Convergence of the estimates is analysed numerically on two electrode kinetics models. The proposed path integration method is applied for description of the measured data in the copper electrodeposition process and compared with the direct search method. (C) 2009 Elsevier Ltd. All rights reserved.