This two-volume handbook presents a comprehensive overview of nonlinear dynamic system identification. The books include many aspects of nonlinear processes: modelling, parameter estimation, structure search, nonlinearity and model validity tests. The book includes not only nonparametric models but also parametric models which include a limited number of parameters. Time domain parameter estimation is dealt with in detail; frequency domain and power spectrum procedures are also included. Audience: This work is intended for postgraduate students, researchers and engineers whose work involves nonlinear systems. Many examples, case studies and experimental identifications of real processes have been included.