Nonlinear System Identification: A User-Oriented Road Map

The goal of this article is twofold. First, nonlinear system
identification is introduced to a wide audience, guiding practicing engineers and newcomers in the field to a
sound solution of their data-driven modeling problems for
nonlinear dynamic systems. In addition, the article provides a broad perspective on the topic for researchers
who are already familiar with linear system identification
theory, showing the similarities and differences between
linear and nonlinear problems. The existing literature will
be referred to for detailed mathematical explanations and
formal proofs. Here, the focus is the basic philosophy,
giving an intuitive understanding of the problems and
the solutions by providing a guided tour of the wide range
of user choices in nonlinear system identification. To reach
that goal, guidelines and many examples are provided. The recommended reading mode is to first read
the main text and then, if needed, consult the sidebars for
more details.