Mathwork overview page describing nonlinear model identification. Use nonlinear model identification when a linear model does not completely capture your system dynamics. You can identify nonlinear models in the System Identification app or at the command line. System Identification Toolbox™ enables creation and estimation of three nonlinear model structures:
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Nonlinear ARX models — Represent nonlinearities in your system using dynamic nonlinear mapping objects such as wavelet networks, tree-partitioning, and sigmoid networks.
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Hammerstein-Wiener models — Estimate static nonlinearities in an otherwise linear system.
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Nonlinear grey-box models — Represent your nonlinear system using ordinary differential or difference equations (ODEs) with unknown parameters.