System identification techniques from data?

Hello,
The MatLab software has a toolbox for system identification techniques from data. What is the procedure to follow, what instructions should be used with Mathematica to have a system identification?
Thanks

We have recently released functions such as SystemModelCalibrate and SystemModelUncertaintyPlot,

We are very much interested in the feedback of the community regarding these areas. If you have a more specific feature in model identification that you are interested in, let us know.