This a 1 Day pre-IMAC course taught by Gaëtan Kerschen and Keith Worden. Because nonlinearity is a frequent occurrence in real-life applications, there is a need for efficient and rigorous analysis methods for accounting for nonlinear phenomena. This course focuses on nonlinear system identification techniques, which amounts to extract useful information directly from experimental measurements. Specifically, the identification process is a progression through three steps: nonlinearity detection, nonlinearity characterization and model parameter estimation. The course will present these three steps in great detail and illustrate them using both academic and industrial examples.