This book develops the work with Linear Models Identification, State Space Models, Transfer Function Models, Impulse Response Models and Frequency Response Models. Linear Models Identification includes ARMAX Models and other General Polynomial Models. The most important content that this book provides are the following: - Linear Model Identification - Refine Linear Parametric Models - Refine ARMAX Model with Initial Parameter Guesses at Command Line - Refine Initial ARMAX Model at Command Line - Extracting Numerical Model - DataTransforming Between Discrete-Time and Continuous-Time Representations - Continuous-Discrete Conversion Methods - Effect of Input Intersample Behavior on Continuous-Time Models - Transforming Between Linear Model Representations - Treating Noise Channels as Measured Inputs - Concatenating Models - Merging Models - Determining Model Order and Delay - Model Structure Selection: Determining Model Order and Input Delay - Frequency Domain Identification: Estimating Models Using Frequency Domain Data - Building Structured and User-Defined Models Using System Identification Toolbox - Identifying Process Models - Estimate Process Models Using the App - Estimate Process Models at the Command Line - Building and Estimating Process Models Using System - Identification Toolbox - Process Model Structure Specification - Estimating Multiple-Input, Multi-Output Process Models - Identifying Input-Output Polynomial Models - Estimate Polynomial Models in the App - Estimate Polynomial Models at the Command Line - Polynomial Model Estimation Algorithms - Estimate Models Using ARMAX - Identifying State-Space Models - Estimate State-Space Model With Order Selection - Estimate State-Space Models in System Identification App - Estimate State-Space Models at the Command Line - Estimate State-Space Models with Free-Parameterization - Estimate State-Space Models with Canonical Parameterization - Estimate State-Space Equivalent of ARMAX and OE Models - State-Space Model Estimation Methods - Identifying Transfer Function Models - Estimate Transfer Function Models in the System Identification App - Estimate Transfer Function Models at the Command Line - Estimate Transfer Functions with Delays - Identifying Frequency-Response Models - Estimate Frequency-Response Models in the App - Estimate Frequency-Response Models at the Command Line - Selecting the Method for Computing Spectral Models - Identifying Impulse-Response Models - Estimate Impulse-Response Models Using System Identification App - Estimate Impulse-Response Models at the Command Line