System identification is the theory and methods of establishing mathematical models of systems.The mathematical modeling has a long research history,but the system identification discipline has only several tens of years.In this short decades,system identification has achieved great developments,new identification methods are born one after another,and the research results cover the theory and applications of natural science and social sciences,including physics,biology,earth science,meteorology,computer science,economics,psychology,political science and so on.In this context,we come back to ponder some basic problems of system identification,which is not without benefits for the development of system identification.This is a paper of an introduction to system identification which briefly introduces the definition of identification,system models and identification models,the basic steps and purposes of identification,including the experimental design of identification and data preprocessing,and the types of identification methods,including the least squares identification methods,gradient identification methods,auxiliary model based identification methods,and multiinnovation identification methods,and hierarchical identification methods,etc