Introduction to modern methods of linear system identification. Different types of models. Review of classic time and frequency-based approach to empirical, 'black-box' system modelling. Non-parametric identification: impulse and step weights, spectral analysis. Parametric, discrete transfer function models from I/O data using Least Squares. Data-collection procedures, model structure selection, use of auto- and cross-correlation functions for diagnostics and model validation, overview of different estimation algorithms.