In this chapter, a Recurrent Higher Order Neural Network (RHONN) is used to identify the plant model of discrete time nonlinear systems, under the assumption that all the state is available for measurement. Then the Extended Kalman Filter (EKF) is used to train the RHONN. The applicability of this scheme is illustrated by identification for an electrically driven nonholonomic mobile robot. Traditionally, modeling of mobile robots only considers its kinematics. It has been well known that the actuator dynamics is an important part of the design of the complete robot dynamics. However, most of the reported results in literature do not consider all parametric uncertainties for mobile robots at the actuator level. This is due to the modeling problem becoming extremely difficult as the complexity of the system dynamics increases, and the mobile robot model includes the uncertainties of the actuator dynamics as well as the uncertainties of the robot kinematics and dynamics.