Nonlinear System Identification is building mathematical models of dynamical systems based on observed input–output data. It includes any systems where the inputs and outputs can be measured and include industrial processes, control systems, economic data, biology and the life sciences, medicine, social systems and many more. It can be perceived merely as a parameter estimation problem in which the non-linear parameters are extracted making use of the model of the underlying linear system. It can also be perceived as non-linear modal analysis problem in which the linear modal analysis theory is extended to the non-linear systems.