Chapter 1. Introduction -- Chapter 2. System identification by Kalman filter and extended Kalman filter -- Chapter 3. Outlier detection for real-time system identification -- Chapter 4. Real-time updating of noise parameters for structural identification -- Chapter 5. Bayesian model class selection for real-time system identification -- Chapter 6. Online distributed identification for wireless sensor networks -- Chapter 7. Online distributed identification handling asynchronous data and multiple outlier-corrupted data.