This video introduces the important signal processing application of system identification; identifying the system impulse response or transfer function through measurements. The video highlights the advantages and disadvantages of the three key deterministic approaches, using as the input an impulse, or step function, or harmonic input. A fourth method which relies on a stochastic input is then presented, namely driving a system with white-Gaussian noise (WGN). It is then shown, using the theory presented earlier in the course, that the cross-correlation between the input and output is the impulse response. The sample cross-correlation is highlighted as a way of estimating the cross-correlation from a single realisation of the random process, where ergodicity of the output has been assumed. Finally, as simple exam is implemented in MATLAB.