This course will teach students how to build mathematical models of dynamic systems and how to use these models for prediction and control purposes. The course will deal primarily with a system identification approach to modelling (using observations from the system to build a model). Both continuous time and discrete time representations will be treated along with deterministic and stochastic models. This course will make extensive use of interactive learning by having students use computer based tools available in the Matlab software package (e.g. the System Identification Toolbox and the Model Predictive Control Toolbox).