  The goal of this article is twofold. Firstly, 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 also provides a broad
perspective on the topic to researchers that are already familiar with the
linear system identification theory, showing the similarities and differences
between the linear and nonlinear problem. The reader will be referred to the
existing literature for detailed mathematical explanations and formal proofs.
Here the focus is on the basic philosophy, giving an intuitive understanding of
the problems and the solutions, by making a guided tour along the wide range of
user choices in nonlinear system identification. Guidelines will be given in
addition to many examples, to reach that goal.
