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In electrical and control engineering education the stochastic signal theory is gradually evolving to a middle-undergraduate level. During pre- and early-university training the student has been exposed predominantly to deterministic thinking. This implies that for numerous students the mastering of stochastic concepts is quite a difficult assignment.

This paper attempts to summarize some recent essential developments in the field of system identification and parameter estimation. The topics discussed include: the identification protocol, model representations, estimation methods, identification tools, identification applications, expectations on the further developments. It is recognized that identification in an engineering sense has both a ‘science’ and an ‘arts’ aspect.

In electrical and control engineering education the stochastic signal theory is gradually evolving to a middle-undergraduate level. During pre- and early-university training the student has been exposed predominantly to deterministic thinking. This implies that for numerous students the mastering of stochastic concepts is quite a difficult assignment. In order to provide an effective aid for this learning process, a series of lecture demonstrations and laboratory experiments has been developed and built. By means of these devices the student may strengthen his knowledge and insight into aspects of stochastic processes such as: probability density functions including conditional ones auto- and cross-correlation coefficients as well as -functions; the influence on accuracy of a measurement interval of finite length; measurement of dynamic characteristics by crosscorrelation techniques; etc. An outline is given of the underlying philosophy, of the demonstrations and the experiments. An indication is given of several inexpensive instruments that have been designed with the above-mentioned goals in mind. A more detailed technical description of the instruments is given separately (Gerretsen and Eykhoff, 1988; in the sequel this paper is referred to as ‘op cit.’).