A Bird's Eye View of Nonlinear System Identification

Abstract: This text aims at providing a bird's eye view of system identification with special attention to nonlinear systems. The driving force is to give a feeling for the philosophical problems facing those that build mathematical models from data. Special attention will be given to grey-box approaches in nonlinear system identification. In this text, grey-box methods use auxiliary information such as the system steady-state data, possible symmetries, some bifurcations and the presence of hysteresis. The text ends with a sample of applications. No attempt is made to be thorough nor to survey such an extensive and mature field as system identification. In most parts references will be provided for a more detailed study.